Loading two games NFSMW & Nfs underground

I have NFSMW on my C drive, how do I load NFS underground.

Evertime i try to load underground ,my PC which is running XP pro,

and put Disc1 undergound in, I'm asked for disc 2 from NFSMW.

I do remember, from way back I had to rename the .exe file?

I would also like to load this on my spare internal drive if possible.