open these files with notepad
For Example in NFSU you have to edit some files that the installer thinks it has to be installed from cd1, dataformat in nfs is like this:
[cdnumber],[installtype (1=needed)]data\example.exe
[cdnumber],[installtype (1=needed)]data\example2.wav
This game was one of the harder setups to build on DVD. I had to add movie-files to the list and set installtype and cdnumber to one for all files
It's a kind of Reversing. But in most new games you have Installshield setups where you simply have to copy the files from the cds to ohne folder and then burn it on a dvd.