I got error from cue/bin files

I got this game Rome Total war from a friend of mine, and it contains 3 files which is [bold]CD1 CD2 CD3[/bold]
each files contains rar files, then I extracted them
and I got [bold]BIN[/bold] file in [bold]CD1[/bold] [bold]BIN[/bold] and [bold]CUE[/bold] in [bold]CD2[/bold]
[bold]BIN[/bold] and [bold]CUE[/bold] in [bold]CD3[/bold], so what I do next is using alcohol 120% I mounted the CUE files in CD 2 and 3
then burn that CUE mounted file into 2 CD-R
so... next I mounted the BIN file in CD 1 so it does create
an imaginary CD so that I can install it, and then
my problem is when it requires CD-2 then I inserted the CD-2 I got from burn the CUE file to continue the installation, I got error message something like make sure you got file "bla bla bla" then it doesn't work.... did I do something wrong/missing in burning
CD-2? Im really confused, please help me >_<! thanks before!
_X_X_X_X_X_[small]^__^ V[/small]

 

maybe it's because i just d/l ed only the CUE file
but.. Im using CD-R not CD-R so it's impossible for me to d/l both CUE and BIN in a same CD, any help please? =*(

 

Yes I've read it but what Im confused about is...
should I burn both CUE and BIN file into a CD
or just the CUE would be fine? then I got error in installing the CD2 saying "make sure you have access to file K:/.../.../(which is my imaginary drive i got from alcohol 120%, shouldn't it be
a real drive, i mean the drive which contains CD2 since it's installing from the CD2 no longer from the
imaginary drive....) this is really make me headache... your help is much appreciated =)