Firstly, I havent actually used Autoplay Media Studio 5 as yet but there are a few things I can suggest.
Which games 'Setup.exe' is not working? Is it the Swat 4 exe?
Playboy and Empire Earth 2 should be ok in folders and it should not really matter what these folders are called. So these 2 games should not be a problem.
With Swat 4 there are 2 things you can try.
1. Put Swat 4 on the Root of the DVD. And label the DVD whatever name you have changed the 'VolumeLabels' to in the 'msi' file. The label for the DVD must be the same as the MSI.
2. Put Swat 4 in a folder but the name of the folder must be the same as what you named the 'VolumeLabels' to in the MSI file.
Personally I would go with number choice 1.
So follow the conversion for Swat 4 then just put the other 2 games in folders.