I just had this problem last night. I upgraded my original drive with an WD. When i turned it off before doing the last step, the system was recognizing the optical drive and showed the game that was in there. When i disconnected the drive to add in the animation file (last step) and installed...
@Xdqwerty, Osu! Tatakae! Ouendan! is the Japanese version of the game, different settings/characters/songs but otherwise identical mechanics. I played that before I knew about Elite Beat Agents lol. Both fantastic games https://en.wikipedia.org/wiki/Osu!_Tatakae!_Ouendan