Disk Protectiony Thingy

Y'all know what I mean; that constant shuffling of CDs when you're playing games. What I was wondering, would it even be feasible to perhaps hodge-podge some files together so that you could perhaps combine all your CDs in one, so that you don't have to change disks? What exactly does a game look for on the CD when it's starting? Perhaps it could be done by burning multiple .ISOs onto a DVD, or just taking certain files? Seems like an interesting concept.