To be honest, I'm not exactly about the Wonder Movies, but I do know the music is actually ON the CD. In fact, it's in the form of old-fashioned CD tracks. A number of other games of that day did game music in that way too (Might & Magic 6, Age of Empires 1 & 2, and Pax Imperia, that I actually know for sure). So, that's why you do need the CD for at least the music.