Three cd`s to one dvd

Hi Folks. I have a program that is on three cds.after installing the first cd it then asks for the 2nd and then the 3rd. Is there any way i could combine them onto one dvd?

  jimv7 11:56 30 Aug 2009

Copy to the hard drive in 3 folders then burn to dvd.

Thanks for the reply.do i keep them in the folders when i burn and will it automatically load the next files

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