The easy way is to create one folder for each game. Inside each folder is one folder for each cd for that game. Try it on a RW so you won't have any coasters. Some games will not allow you to install from the cd unless it a stand alone cd, as opposed to being a cd which is actually a folder on another cd(or DVD). If you want to see if it will work, copy each cd to the desktop and try to intall the games from there. If it works, then you can put them on a DVD.