When you install the game on one disk it works okay but not on another, is that right? Has it ever worked? What exactly happens when it fails, how far does it get?
DXDIAG is a program you run from a command prompt or the Windows start menu 'run' dialog box (or 'search programs' in Windows 7 or later). After running it will open a window and start collecting info with a progress bar in the lower-left corner. When it completes click the 'save all information' button and save it to a file then attach that file here.
Please attach your Documents/Paradox/Imperator/pdx_settings.txt.
From your Documents/Paradox/Imperator/logs/ folder, attach system.log .