Call of Duty, a first person shooter released in 2003, spawned an entire franchise of COD games that persist to this day. Installing using Codeweaver's Crossover should be easy, but it's not. COD: United Offensive is an expansion pack for COD and the COD game must be installed before COD:UO can be installed.
Crossover expects you to install the game through Steam, which works. I own the original discs and shouldn't have to pay for it again, but the copy-protection method keeps it from installing. As I understand it, the third step of the install where you must re-insert the first CD causes a Windows registry entry to be written that the game looks for to verify it was "installed". Without this entry, the game will not run.
I found some info about registry entries for COD2 here. Maybe they can be applied to COD.
And there you have it.
If you have previously played through COD, it makes sense to download a package of saved games so that you can have fun with the game.
It may be possible to install the game from multiple CDs after converting the two CDs to a single DVD as described at File Forum.
Call of Duty -- updates
Steam Community Forum
PC Gaming Wiki
Excellent source of technical information.
Call of Duty Widescreen support at WSGF.org
Call of Duty Downloads
Some Registry Tweaks for COD