Morgler
I think you can copy files manually.
It will be like this:
setup.exe, setup.cab, setup.ini, autorun1.inf, icon.ico, autorun.exe -> DVD1
autorun2.inf, icon.ico -> DVD2
autorun3.inf, icon.ico -> DVD3
autorun4.inf, icon.ico -> DVD4
Remember to rename autorun1/2/3/4.inf in every DVD folders to
autorun.inf. I will test it soon as i can, but it should work.
EDIT: Yup, it works perfectly

Thanks everyone for help