The issue I see with a lot of people having this problem is the CF adapters they are using. Even some of the ones sold by Amiga Kit that look like a single device are actually two. If you look close at most of them they have a set of pads where an additional CF slot would be soldered. These are still counted as two devices and not a single even if those pads are not soldered in place. Even if you select it as the master and the DVD/CD as a slave.
You need to find one thats a true single device and can set it as master and the DVD as slave.