Ok, I think I cracked the multiple CD problem.
What do you need to do?
Make sure you have enough room for 4 CDs on your harddisk. Then, make an ISO of every CD. In the end you should have 4 ISOs on your drive. Open up a terminal window.
Before you start the installation wizard of Cross Over, mount the ISO using the loop0 device. Here is how you do it:
Create a directory in either /media or /mnt (whichever you prefer, I assume you use /media right now and assume the directory is named iso)
sudo mkdir /media/iso
Then you mount the first CD like this (assuming the first CD is named Sims2CD1.iso):
sudo mount -o loop -t iso9660 Sims2CD1.iso /media/iso/
Then you start the installer wizard from CXoffice. Select unsupported, and when it asks to select the product location, select Alternative CD-Rom location, and fill in (assuming you used /media/iso as your virtual cdrom drive) /media/iso
It will throw you a CD warning, press Fix. It then asks you if it should make the loop0 device world readable. This is the only way for CXOffice to get your mounted drives to work as far as I know, so press Yes. Don't worry though, next time you start your computer this modification is gone. So after a restart the loop0 device is not world readable anymore.
After this, and after a short period of loading, the installer should start. Just select everything you need and start the installation process. After a while the installer asks for CD2. Now here is where the real "trick" (which isn't much of a trick) starts.
Go to the terminal window and do the following: (assuming you used /media/iso)
sudo umount -l /media/iso
This will unmount the drive but not really. Doing a normal unmount will not be possible because the installer is still running and claiming the drive, but that would not be what we want anyway. So a lazy unmount telling the system to unmount fully later when the drive is not busy.
Now that the iso is freed, you can mount CD2
sudo mount -o loop -t iso9660 Sims2CD2.iso /media/iso/
Go to the installer and press Ok where it still is asking for the second disc. The installer should continue like normal.
After a while the installer asks for disc 3 and disc 4, do the same for disc 3 and disc 4. unmount the iso lazily (-l) and mount the next disc.
That should be it. Hope this helps someone, I got the dutch version of Sims2 (multi CD version) installed this way. Good luck!
ps.: you still need to kill Ereg.exe like in the tips&tricks is mentioned because that is not solved this way.