Probably the best and most reliable way to use Steam Jukebox is to copy all the audio and associated files to the hard disk of your computer.

Disk Space - A single CD will require approx. 700MB of disk space. A DVD will need approx. 4.5GB.
If you have all 3 DVDs and the bonus CD you will need approx. 12.5GB to accommodate everything.

Instructions - You need a little knowledge about Windows and how to create folders and copy files but it's perfectly simple really!
Firstly, you need to create a suitable folder on your hard disk. I would suggest that you create one on your C: drive called 'Steam Jukebox'. All you need to do then is copy the the album folders (named cdnn where nn is the album number - e.g. cd12). These folders contain the mp3 files that you want to play. For each album there is one other file that you need to copy. This will be named album cdnn.sdb where nn matches the folder that you have already copied. This files goes in the folder that you originally created, not into the folder that you copied from the CD or DVD. A DVD will have more than one album on it so just repeat the process for each album that you want on your hard disk.
You may also want to copy the track lists (cdnn track list.txt) and notes (album cdnn.pdf) to the hard disk too.
If you want to make it easier you can just copy all the contents of the CD or DVD into the folder that you created. You will get some files that you don't need but you will be certain to get everything that you do need!

How to get everything listed - Having copied all the files it would be nice to be able to list everything in Steam Jukebox.
If you have all the DVDs you will find that you have a file called all albums.sdb. This is a full list of all recordings available. Just load that into the programme and away you go!
If you don't have all the DVDs you can still create a merged file for the albums that you have. See this page for details.