Back up multiple CD installer to a single DVD-R


I have a large program that installs from a set of 5 CD’s which are inserted sequentially until the installation is complete. I’d like to back the whole thing up to a single DVD-R and then be able to use the DVD-R as the install source. What would be the best way to go about that?

I don’t need to have the installation discs autorun in sequence. I can launch them manually as the installer requests each subsequent disc. I’m thinking just copy each CD to the DVD-R individually, leaving the session open until all 5 CD’s have been copied… or is there a better way?