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I am trying to install Civilization 4 through Playonlinux and when I have to switch cd's I can't unmount the current one to put in the new one. The computer tells me the media is still in use. Any ideas?

It's a wine problem, it block umount process to avoid unwanted ejection. If you perform manual installation, use wine eject command to be able to umount your game media but be sure to mount the next media to the same mount point or to re-link media drive to new disk in wine.