Hmm, I don't remember the source right now but I think it's not a matter or reading out of order but that it needs the .hdr file in the same directory as the .cab. I know that I've copied *.cab and *.hdr from all of the discs to one directory and then extracted fine before skipping to the parts that I wanted.
What was your pwd when ran unshield? If you've got the HD space then you might just want to do what I do and copy it to the hard drive and extract there. If you can't copy them to HD then it's most certainly a CD problem.
You just did a computer hardware upgrade right? Might be worth making sure that large copies off of a CD still work. I think that I initially messed up my DVD drive when I switched to SATA HDs and replacing the ribbon cable with a higher quality one fixed it (could have been more of a user related error though
).