And just for legal clarification.
No-cd are NOT illegal, provided you only install the game once on a single computer. No-cd's are essentially mods if you think about it.
BTW, gamecopyworld.com also has planty of no-cd. Sometimes, they also have stripped cd-images, which have just the files the game .exe is looking for. Just use alcohol 120% or the like to 'mount' the image.
What your suggesting with putting several cd images on dvd is possible, but not with games. I've done it before with install CD's for visual studio .net 2003, adobe CS2 (this thing comes on 7 CD's), etc.
Here's guide on how you do it:
http://www.overclockers.com/tips1212/If you know what your doing, you can do it to any install progam.
This does not work for games due to aforementioned protection schemes.