Hello!
Finally I had see some your 3d and my idea has been as shown below:
With any Hex editor, open the file MafiaSetup.exe and search "CD".
The research displays this string "MAFIA_CD_%i".
Ok, now replace "MAFIA_CD_%i" in "MAFIA_DVD__"
1. Extract the cd1 into a new temporary folder;
2. Extract the cd2 into a folder "MAFIAGAME" , same directory, only different files;
3. Repeat the procedure for cd3.
With WinISO, create an ISO image with label "MAFIA_DVD__"
In pratice, the label ISO must be the same string in file "MafiaSetup.exe", in this case is "MAFIA_DVD__" without quotes - the string must be 11 characters!
Burn it (first try it with Daemon Tools) and ............ENJOY!!!
Mark.