You should only need DVD 1 to install the very basic sim with no scenery to get flying. To investigate the issue, put the DVD with the problem in the driver, then navigate to it in Finder. See if you can copy the entire contents of the DVD to the desktop. If you still get the error, it indicates there is a problem on the DVD and you will need to contact whoever you purchased it from about a replacement. If you ordered it from X-Plane.com, you can email firstname.lastname@example.org for help with that.