Unreal Tournament 2003

My friend just gave me a copy of UT2k3. The first and second CD. I installed it and everythign when fine. It said please insert 3rd cd. I know the 3rd cd is like the mod stuff and map editors. So I hit cancel. And its done. When I click on play. My computer loads something like the beeping and stuff but then it all just stops and UT doesnt load. Do you think I need that 3rd cd? :h: