Instead of changing directories to the CD and "wine"ing the setup, run the installation like this:
Sometimes, the CD swap is prevented because the terminal is in the CD directory already. Running the install this way will usually allow you to eject and swap CDs normally. If it doesn't, then try:
If it works, you should be able to eject and swap CDs normally. If it doesn't, try this:
sudo umount -f /media/crdom0
You will probably have to manually remount the new CD after swapping and it doesn't always allow the install to continue. If none of these work, then strixy's suggestion is probably the only way to do it.
sudo umount -l /media/cdrom0