Says it on the CDROM Readme file:
see below
CD Names
-------------
All 3 Nightlong CDs should have the same name "Q".
Having all 3 CDs named Q does not affect the gameplay
or anything else, but since it changed from what the
printed manual says, we thought we should address it.
Why didn't we name them Nightlong 1,2,3 ?
The explanation is quite long and technical, so just believe us
that it had to be this way.
If CDs appear as "Unnamed" please correct your CD-ROM
software's settings (this may happen on OS 3.5 for example).
If you can't change the settings to get your CD-ROM drive
to read discs as "Q", you can add a simple assign before
running the game ASSIGN Q: CD0:
(or whatever the name of your CD device is)
