You can't
play the game from non-writable media - that's what the error means - but you can run the game off you HD and have the bulk of the data on CD or DVD.
This should probably have gone in the
other thread, rather than starting a new one for an extenstion of the same question. (Although, this part probably doesn't belong in
Beginners Tech, so I'd likely have moved it over anyway...)
If it's only going to be used on one or two computers, you can probably just edit
acsetup.cfg for them as needed (as GG said, it'll need to be on the HD, along with the game EXE). If you're looking to distribute it to a lot of people, you'll probably need to look into some sort of installer program, that can make the changes automatically. I
think innosetup can do that, but I'm not sure - Google or a forum search might be more help.