I know it seems counterintuitive, but, instead of cancelling the installation, just tell the installer to continue. I had the same thing happen to me recently under Linux Mint Debian. When I noticed that Nautilus only saw the change in CD when I stopped the Wine installation, I realized that the CD was indeed being "mounted" (recognized as inserted), but that Nautilus/D-bus simply was unable to inform me of that (presumably because it was blocked by the Wine process; some versions of InstallShield are very aggressive about blocking "other" bus communications). I realized that I didn't in fact care whether Nautilus could see the CD, but only that Wine could, so I took a chance that Wine already did, and continued the install. Sure enough, the installer read the files it needed off the newly-inserted second CD and install completed normally. If that leap of faith doesn't work (it really should, under those circumstances), you can always make an ISO of CD2 (using your CD burning program, or just using dd in the terminal), create a mount point for it, mount the ISO to that mount point, and link that mount point as a second, "fake" CD-ROM drive in winecfg. When the installer asks for the second CD-ROM, send it to that drive letter and it should read the mounted ISO as CD2. Hope this helps.
