This kind of installer is really easy to combine into one disc. Since it is based on finding the next file, you just have to provide the file where it is looking for it.
Note: You may be wondering why we do this. Its because the first disc runs the intaller using autorun, and consequtive discs generally popup an "insert first disc" screen instead. If you do it from first disc to last, you may find it impossible to install!
Note 2: You may be prompted if you want to overwrite existing files. Generally you can, as there is a common set of files on each disc. There are usually common directories as well, but overwriting these is usually not a problem as the files inside differ.
And thats it, it really is that simple! You can either burn the contents of your directory to DVD now, or continue and compile and ISO for testing.
On to compiling the ISO