Hickory: Ok, you have already got the ini entries wrong, so if you would I would like you to copy/paste the entire contents of your baldur.ini file here please.
Laser: For real?
Ok...here goes.
<...SNIP...>
[Alias]
HD0:=C:\Games\Baulder's GateTutu\
CD1:=C:\Games\Baldur's Gate 2\data\
CD2:=C:\Games\Baulder's GateTutu\data\
CD3:=C:\Games\Baldur's Gate 2\data\
CD4:=C:\Games\Baldur's Gate 2\data\
CD5:=C:\Games\Baldur's Gate 2\data\;C:\Games\Baldur's Gate 2\CD5\
Yeah, ok here is what's happening. When you are playing TuTu, you are playing BG1 in the BG2 engine, so when you start the tutorial the CD2: entry then becomes wrong -- for the main game it is correct. If you wish to play the tutorial, you will have to change the CD2: entry to match your BG2 installation, because that's the disk it's looking for. So, for playing the tutorial, the above should be:
[Alias]
HD0:=C:\Games\Baulder's GateTutu\
CD1:=C:\Games\Baldur's Gate 2\data\
CD2:=C:\Games\Baldur's Gate 2\data\
CD3:=C:\Games\Baldur's Gate 2\data\
CD4:=C:\Games\Baldur's Gate 2\data\
CD5:=C:\Games\Baldur's Gate 2\data\;C:\Games\Baldur's Gate 2\CD5\
And for playing the main game, it should be:
[Alias]
HD0:=C:\Games\Baulder's GateTutu\
CD1:=C:\Games\Baldur's Gate 2\data\
CD2:=C:\Games\Baulder's GateTutu\data\
CD3:=C:\Games\Baldur's Gate 2\data\
CD4:=C:\Games\Baldur's Gate 2\data\
CD5:=C:\Games\Baldur's Gate 2\data\;C:\Games\Baldur's Gate 2\CD5\
It's a one-off change, because you are hardly going to want to keep coming back to the tutorial.