"please mount the unreal tournament play disc cdrom"
I think because ubuntu auto-mounts volumes, it mounts them in multiple places, somehow confusing the installer. The answer is to umount it... then manually mount it below as shown.
sudo apt-get install libgtk1.2
umount /media/cdrom
sudo mount /dev/cdrom /media/cdrom
export SETUP_CDROM=/media/cdrom
/media/cdrom/linux-installer.sh
... let it install ...
umount -f /media/cdrom
Note: installing libgtk1.2 is just to have a gui installer instead of console/ascii looking installer
it worked for me.