can any body tell me how to create a full no cd install cd that game copy world shows

[crazyabe88]

i just wanted to know if any1 could tell me how to make the full no cd install cd. it says your suppose to make a folder and download a program and put that in the folder and then it says to copy the contents of cd#2 to the folder than burn it on a cd i don't really know what to do and what to download i was wondering if any1 could tell me how Thanks