The important thing about installing a multi-disc distro with VMware Player is that it will create a lock on the disc so that it will tell you to change discs, yet when you do, it says the same disc is still in there. The way to counter this is to hit the CD-ROM button at the top of the VMware player window. This toggle button controls whether the CD is mounted or not. The first time you will get some warnings, but by clicking cancel you can tell it to ignore the lock the emulator has on the drive. From then on, changing discs during installation is as simple as toggling the button off and on, to let it know a new CD is in.