This game uses a multi-CD install, and this guide assumes you are not using any software that automatically mounts the CD when you insert it. If you are using such software, you may want to disable it during the installation. Note that new versions of Fedora Core change the names of the mount points to match the CD title, and that really makes this difficult. If you are using that, the best thing is to unmount the CD after Fedora mounts it and re-mount it using a common mount point name. The commands to mount it manually are typically something like this (as root):
mkdir /mnt/cdrom
mount -t auto /dev/hdc /mnt/cdrom
To unmount the drive, typically you issue something like this:
umount /dev/hdc
If you are using auto-mount software that does not change the mount point name then you may have good luck with the "eject" button in the CrossOver installer window.
As far as I know, these issues only affect installation. For playing the game, CrossOver should find the CD wherever it is mounted.