I have the same problem as described here.
I've installed SC2 on two systems, one had this "Insert DVD" problem, the other did not. I deleted all of the files and re-downloaded on the system asking for a DVD and it still asked for the DVD. I tried moving the files out of my home directory as suggested by another user here and it worked. Out of curiosity I tried moving the files to somewhere other than /Applications (I used /Users/Shared) and it still worked. The one thing that comes to mind as a difference between my two systems is that the system where I'm asked for a DVD if the files are in my home directory has Filevault (home directory encryption) turned on. The system where I was not asked for a DVD does not have Filevault enabled. I wonder if the installer is confused by Filevault.
I'm wondering if someone here had the same problem and found a solution to this.