was it necessary to mount the CD according to the FAQ? This step is required if internal CD recognition fails.
Anyway, what OS/HW do you use?
If you use Windows Vista and/or dual core CPU, you should visit http://www.winuae.net
and download the ZIP archive of WinUAE. Copy the WinUAE.exe to your AmiKit\WinUAE folder and try again.
Also Windows Vista may give you some problems due to its strict policy about altering files inside the Program Files directory. To avoid this it might help to use the file explorer and select the Program Files/AmiKit folder and change the permissions (both from the main properties page and under the Advanced section) so that all processes have full permissions to the AmiKit folder and subfolders.
If it still fails, copy AmiKit\AmiKit\Prefs\Presets\AmiKit\Install\S\Startup-Sequence to AmiKit\AmiKit\S folder and start the AmiKit.