Some things you can try ...
1. Make sure that your DVD drive has the first available drive letter assigned to it, and that it is the first CD/DVD drive in your system. If you have hard drive c: and d:, cdrom drive e:, and dvd drive is f:, then change your dvd drive to e: and cdrom drive to f:. This will work with some CD/DVD's that have been poorly coded, and which always look for the CD/DVD drive as the first drive letter following any hard drives.
2. If you are still having problems, then download the 'No CD' patch, which will allow you to play without needing the original CD/DVD. Search google for the 'GameCopyWorld' website (cannot post link here, as it will get deleted), then search that website for the appropriate 'No CD' patch for your game.
3. Check the publisher's website for any game updates, and check their support section for any faqs on how to fix this issue.
Edit: Now that others have posted, I think I just assumed you had an original copy of the game (illegal DVD games aren't common yet). It does seem that your game is not an original copy, as illegally copied games will normally only work with an appropriate patch so that the original CD/DVD is not required. Please don't ask for help with illegal software on techspot, as you won't get it and you might get yourself banned.