Sony PCG-SRX99 VAIO User Guide (primary manual) User Manual page 157

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 Recovery 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.
 Make sure the optical drive is connected to your computer. See
information.
Connecting an i.LINK Optical Disc Drive for more
Page 157