What must i do ??

I have now a complete set of files that should be converted 2 a DC game with not 2 much troubles, only I dunno how.. (That Sux I Know)
They have all a numeric extension -> *.001/*.002/etc.. What must I do 2 put all the shit on shiny round CDR? Please help me out, if u can help me, I'll reward u.. (No I won't suck ur ####)