This is why I would create a c:\wininst folder and dump the CD worth of files. When I needed to do an OS reinstall, I'd boot to DOS mode, cd \wininst, and do the install from hard drive to hard drive. Much MUCH faster and much MUCH less painful.
...Hmm, probably undocumented API stuff :/
You had to unload it to play some games, though, otherwise they wouldn't fit into memory (DOOM on 4 MB systems, Duke Nukem on 8 MB systems).
God, I am old.