You will probably have more success installing Grim Fandango if you use the installer available at http://quick.mixnmojo.com/grim-fandango-setup .
This installer is what is generally used to install Grim Fandango on newer platforms, like XP and Vista, and it cooperates better with Crossover. It also installs all of the game to the hard drive, removing the need for the CD to be recognized by Crossover. It also includes an updated launcher, which will let you run the game in windowed mode, and activate other hidden features. Credit goes to Bgbennyboy for the installer.
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