Sony PCG-R505ELP VAIO User Guide (primary manual) User Manual page 136

When I click an application icon, the message "You must insert the application CD into your optical drive"
appears, and the software does not start.
 Some titles require specific files that are located on the Application CD. Insert the disc, and try starting the program
again.

Make sure you place the CD in the tray with the label side facing up.
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