I cant see a problem, I a game asks you to put a disk into CDRom d: then just put the disk into what ever d: is and in your case this i the cdrw. The only time I can see this being a problem is if the software is on dvd and it is asking you to put a disk into d: but this would normaly only occur if you installed it from dvd and added the cdrw which some how move the dvd to E: and put its self as d:.
If just putting the disk into the right drive letter will not work then goto the control panel, goto Administrative Tools, goto Computer Managment, and under Storage/ Disk Managment you will see all the drives that you have attached to you system. If you right click on the CDrom/DVD disks that you need to change the drive letter an option to Change Drive Letter and PATH will come up choose this option.
Select the drive you need to change letter for hit the change button then choose the letter that you want do this for both drives and that sort out the problem.
You might need to change d to f, then e to d and finally f to e. this is only if Xp will not let you change to a drive letter that is already in use.
good luck