This procedure shouldn't be needed anymore. Recent versions of CXG support multiple disk installs.
1) Do a minimum install. Yes, that's a minimum install.
2) Go into Manage Bottles, click the Advanced tab and select Open C: Drive. In the window that comes up, navigate to where you installed Baldur's Gate II. By default that should be C:\Program Files\Black Isle\BGII - SoA\.
3) Insert CDs 2, 3, and 4 and copy the folder on each disk to the BGII - SoA folder. There should now be folders CD2, CD3, and CD4 in your BGII - SoA directory.
4) Open up the file Baldur.ini in a text editor other than TextEdit. If you use TextEdit, it will wreck the ini file.
5) Under the [Alias] heading you must change the file paths to reflect the folders that you copied from the CDs. For instance, if you installed to the default location than you should change the paths to the following: CD2:=C:\Program Files\Black Isle\BGII - SoA\CD2\ CD3:=C:\Program Files\Black Isle\BGII - SoA\CD3\ CD4:=C:\Program Files\Black Isle\BGII - SoA\CD4\
6) Go under the [Program Options] heading and change the line Install Type=1 to Install Type=3
