sounds like they are games with MSI files (in fact, i know Rome: Total War is as i've done a CD to DVD backup myself).
look in the root directory of CD1 (or the hard drive folder where you copied the CDs to) and there should be a *.MSI file.
thats what needs to be edited - and it is really easy.
i use MaSaI Editor (google for it), theres also Orca and a bunch of others
open the MSI file in the editor, scroll down to the 'Media' section and change all the volume labels to whatever you are going to name your DVD (eg RomeCD1, RomeCD2, RomeCD3 all to RomeDVD)
then save the MSI file and burn to DVD (or create an ISO to test first)
definitely works with Rome: Total War. will also work with Full Spectrum Warrior if it uses a MSI file
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Yamaha YZ100