The CDs contain a bootable program ("Bin Laden OS"), which they load. It shows them suspicious messages and sends out distress calls from the PC. Henry's PDA acts funny.
A shadow creature and some Gargoyles come calling.
They "shadow walk" after the shadow creature. Meanwhile, Elliot went down to the subway, and was snatched by that same Shadow creature. In the shadowlands beside Hell, Elliot talks to the creature and (when the others show up) convinces them to let him find out who sent it.
Apparently, it was ordered to bring the Gargoyles to them when it sensed the activation of the software program. Elliot learns that someone very familiar sent the shadow creature...