1. Mount the "Battlefield 1942 CD1" image using whatever mounting software you have.
2. Leave at least Battlefield 1942 and the two expansions checked.
3. Begin the install. When it asks for the second CD, mount "Battlefield 1942 CD2" and finish the install.
4. When it asks you for CD3, that is the expansion "Road to Rome". Therefore, mount that CD and install the expansion.
5. After that another prompt will ask you for CD4; that is Secret Weapons of WWII image. Mount it and install it.
6. At the very end of the installation (after all expansions) run the patch. Update the registry (prompt at the end) and play the game. That patch cracks all games for you

PS - Make sure to use each keygen for each appropriate game. Keygens are sometimes detected as trojans by anti-virus software; they are NOT viruses, they just act like them in order to generate those keys.