Ensure that your PES 6 game is updated to the latest version:
If you prefer to keep the game 100% original (without modifying the .exe), you can trick the game into seeing a virtual drive.
If your computer has a built-in CD/DVD-ROM drive, ensure that the drivers are up-to-date:
PES 6 (Pro Evolution Soccer 6) shows an error: "No CD/DVD-ROM drive found" when launching.
If you're using emulation software or virtual drives, try disabling them: