If the downloaded game has several images(iso etc) it might ask for the others after the first one you mounted (with daemon tools/alcohol 120)
If that is the case, simply UNMOUNT the mounted image and mount the next one, and click 'ok' in the box...
If it is only one image and it still asks for the disc, you might have to apply a patch first(to the image, or the exe-file mostly). If it is a torrented game, it's pretty certain the patch has been included somwhere in the download, usually with at least some kind of instructions.
Sincerely, Blanchimont