Here it is step by step, step 6 I think is what is giving you trouble:
1) insert disc
2) start cloneCD
3) select "Read Image to file"
4) select DRIVE with disc that is to be copied, click next
5) select TYPE of data to be copied, click next
6) change file name HERE, left hand side you have a button to browse to a folder of your choice where you want the image to be copied to, you can ALSO change the file name with this button, how?
First I click on the browse button, I have browsed to the folder "Game Images" on my "D:\" and then created a new folder called "Simcity4" now I want to change the file name, in the browse window you will also see a box that has "disc1.ccd" and on the left of that "File Name:" I now change "disc1.ccd" to "Simcity4 [disc1].ccd" click "Save" and you will now see the following "D:\Game Images\Simcity4\Simcity4 [disc1].ccd" in the box at the top left of the CloneCD window
7) click OK and the image will start copying.
8.) insert disc 2, repeat steps 1-5, in step 6 change "Simcity4 [disc1].ccd" to "Simcity4 [disc2].ccd" do this for each disc you need to copy of same game.
*NOTE* CloneCD keeps the last entered image name so that step 6 needs to be done each time you copy a disc, otherwise previous images will be overwritten, or you will at least be asked to overwrite them.