Sometimes, Microsoft Office will demand the Office CD,even though it has already been installed.  This usually happens when you start an Office application.

In the particular case of MS Project 2003, it may tell you that it can’t find sku03a.cab, but with different Office applications, different files will be demanded.

If you’ve misplaced your CD, or if you installed from your LAN, but you are not presently connected to the LAN, this can be a bummer.  If you cancel the message, it will open the application, but if will re-demand the CD each time you start the app.  Very annoying on a cross-country flight.

The problem may be caused by the application trying to collect your name and initials, for a first-time use.   To work around this:

• Run regedit
• Navigate to HKEY_CURRENT_USER\Software\Microsoft\Office\<version-number-here>\<application-name-here>
• Create a DWORD with value = 1, named UserData

Note that for MS Project, you may find entries for both "MS Project" and "Project."   Create UserData under "MS Project."

Update
I encountered a very similar problem when attempting to uninstall Office 2003.  I wanted to uninstall, but I didn’t have my install CD.  I had the disk files from my CD, but not my CD.  But my files were from Office 2003 SP2, and my installed office was Office 2003 SP3.  It refused to uninstall.

I took my Office 2003 SP2 setup files, and slipstreamed the administrative edition (the "full edition") of Office SP3 on top.  That allowed me to use the SP2+SP3 setup files to uninstall Office 2003, so that I could Install Office 2007.

The moral of these stories is to never, ever throw away your Microsoft CDs, even after you make (multiple) copies of the CD to hard disk.