Pc game download and burn

Hey i recently downloaded a few full version PC games and am trying to burn them to CD. I’m not to experienced with this and i need some help plz…Iv gotin as far as extracting the setup and install files and managed to COPY them to my CD but its not a real game burn every time i load my CD after copying the files it just brings up a window of files that i have on the disk. i know I’m doing probably a lot of things wrong can someone plz help me thx. by the way i know they r full version games cuz i was able to install them before i tried to burn them only prob is it say insert disk when i try to play…anyway

Please read this cipher84: http://club.cdfreaks.com/f34/announcement-rules-forum-some-tips-guidelines.html

…particularly point #3 in the first paragraph.

Basically no help with illegal stuffs.