Hmmm, I also had this problem when I tried to get Fallout 2 to run off my HD instead of accessing the cd, even tho I did the largest install, it kept on trying to access my CD drive, and since I have the oldest damned CD drive in the world, it slowed things down, I changed the cfg file to just read the info from my hd, and it came up with that warning. But, I fixed it easily with a reinstall
"I am the bringer of death, and the cry of sorrow, I am the one who... ah hell, I broke a nail."