Alone In The Dark 4 (CD2DVD)
 

make a temp folder on your harddrive.

Start by copying cd3 to temp folder, then copy cd2 to same temp folder. Say NO to overwriting. Then copy over cd1 to the same folder, again say NO to overwrite.

Then make ISO of the contents of the temp folder use whatever label you want. Test the install / uninstall BEFORE burning to DVD. ( incase of any errors. )