Easiest way to stop this is just to bypass the CMI launcher and start comi.exe directly.
You could run it off hd:
Copy the COMI.LA0 ,LA1 and LA2 files from the cd's to your curse folder(they may already be there, I cant remember)
Create a folder called RESOURCE
Copy the contents of the resource folders on the 2 cmi cd's to this folder.
Start CMI by running comi.exe (its in the curse folder)
This also has the added bonus of being ready for Serge's cool CMI debug patch
I think its possible to directly run comi.exe "off the cd" too but it needs to know where the resource files are and I cant remember/work out how to do this atm.