Please note that this is referring to installing under Windows, I don't use OS X so the installers could behave differently.
Installing the EWQL 'Pianos' (in particular the Platinum series) can be a bit annoying. First you MUST choose the x86 installer as provided on the DVD, using the x64 installer on the DVD will not work (even if your system is 64 bit). The reason being is the 64-bit installer doesn't seem to be capable of prompting the DVDs. It'll just run through all of the options and then 'install' but never actually installs any content! I also tried downloading the installer from EQWL's website, but it behaves the same way; I'm guessing the 64-bit installer is programmed incorrectly. Anyways. Once that's done you'll be prompted through a bunch of the DVDs:
Another glitch with the installer is when it hits the next piano (like the Steinway on DVD 22) and it'll fail claiming you haven't inserted the DVD when it clearly is inserted. So what you have to do is cancel the installer and restart it, your previous piano pack WILL indeed have been 'installed'. So my advice is to select one piano at a time, go through the installer, finish. Go back to the installer, 'modify' add the next piano, go through the installer again, finish. And repeat for as how many pianos as you need.
A final caveat, when you're installing the PLAY engine (which is separate from the QL Pianos Setup), *make sure* you select the correct product(s), otherwise the VST will claim you don't have any licenses for the particular product on your iLok: assuming the license is properly added to the iLok (check your iLok license manager).