EDIT: Here is new TRUcopy.exe v2 for Zanfer conversion, download:
TRUcopy-v2.7z (includes TRUcopy.exe and autorun.inf for it)
Usage: Put TRUcopy.exe to DVD2 along with bigfile.002, bigfile.003 and Movies folder
Now it should work correctly on XP (and Vista)
I changed it so it doesn't start copying files right away when inserting DVD2 and now it checks that install path is valid (by checking that there exist tru.exe in install folder) before copying files.
@mondragon, i think too inno or any other installer is better, but i find this good situation to fine tune my batch script to work on XP. atleast in my use it has been very useful, first version i made worked only on XP not on Vista and my second one worked on Vista but not on XP

so i hope it now works in any situation
EDIT2: Link updated