5 games on one dvd?

[Itshard]

Hi everybody, hoop anyone can help me,

Problem is that i want to try something new for me but i dont know if it is possible and when its possible how to do it.

I have 5 little ps2 games here on pc ( total 1,11 gb ).
I want to put them all 5 on 1 dvd ( maybe with menu ) so it works on my ps2.

Can this be done , so yes how can i do this .

I have search around read some guides for psx games but this games have no .exe files so it doesnt work with those guides.

Hoop someone has an answer for me of this can be realized

Thanks in advantage

Greetings