The following error may be a result of an older or non-brand name CD-Rom drive. Most CD-roms manufacturerd from the past two years should not experience this problem.
While installing Trials of Atlantis from Disc 1, as the install is nearing the 650MB point your CD-rom may lose track of what speed it should be spinning at. The install program will have no knowledge of this, so as it pops up "Please Insert Disc 2", everything will appear to be working accordingly when it in fact may not be. If you immediately open the CD-Rom drive when you see the "Please insert disc in drive"and insert Disc 2, the operating system will once again ask for Disc 1, which is not correct.
A solution to this is the following. On the first instance of the "Please Insert Disc 2" message, make sure to wait for complete CD-Rom inactivity (i.e. watch for the light to stay off for a couple seconds), then eject the CD. The rest of the installation should resume normally after this procedure.