sometimes....I've combined 3 disc games onto a single DVD for that same purpose, plus it's just easier to install that way. You can use programs like CDImage or ISO Buster to extract the contents of a disc image file to a folder, and keep adding the other data to that folder from each succeeding image. Some things are easier than others, and some things have very complicated file and folder structures. For me it's been hit-or-miss, but there's usually a way to do it.