FileForums - I am confused and need help with DC burning. PLEASE HELP

Hello,
Recently I have began learning how to burn DC games to my 1999 dreamcast. I have been able to burn a few files that came as .cdi files under 700mb. However, I recently "finally" found (worms, world party). It came .rar. I opened the .rar and noticed it came in 18 extensions. titled .001, .002, and so on. I double clicked on the first one, (.001), and ran unpack. It turned into a .cdi file. Well, heres where i get confused!!! The .cdi file is about 760mb. I read somewere about using dummy file, I created a dummyfile as explained in examples and then I had a .bin. However there is nothing in the dummyfile. I guess I am the dummy now! So, My problem is, I have this .cdi file that is to large to burn on to a cd. I have pretty much every program that I will need but No Idea what to do. I am really hoping someone out there has a answer to my question. Thank You!