Thanks guys. Here's an update. I popped the UBM DVD in and the install screen showed up. However when I put the SH4 DVD in, I got the popup but clicking the autorun results in nothing. The drive's working but there's no installation. And somehow it's slowing down my PC, it's become "sluggish".
At least we can eliminate a faulty DVD drive.
I dearly want to play this again but I'm not inclined to re-purchase a game I've already bought.