I just used alcohol 120 to make an image of the first disc on my HD, mounted it. Then opened the folder I copied it to (EX. NFSMW ect). Open the folder "Autorun". Open the file Autorun.cfg in your favorite text editor (Notepad++ ftw).
Look for DirectXVersion=9.0c and change it to DirectXVersion=0
save it, then run Autorun.exe located the main folder you copied your files to (NFSMW).
Use Discs 2,3, and 4 for the rest of install.