If you want to avoid using the CD, you need some spare HD space. Get Alchohol 120% (or 52%), CloneCD, or the like and make an image of the SF CD. Then you can use those programs or Daemon Tools (free) to act as a virtual CD. SF will accept that.
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Phoenix-D
I am not senile. I just talk to myself because the rest of you don't provide adequate conversation.
-Digger
You're not running the debug DirectX libraries are you? Go to control panel, then DirectX, then the Direct3D tab; if Debug is selected, switch it to Release; you only need the Debug library if you're writing your own games and need to test them.
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The Ed draws near! What dost thou deaux?