First extract all ISO Files to particular folder or location with use of WinRar.
Download WinRar from http://www.rarlab.com/rar/wrar371.exe
Try merging the extracted ISO Files content into one ISO with use of MagicISO.
Download MagicISO from http://www.magiciso.com/download.htm
Then burn a single ISO or multiple files to CD or DVD with MagisISO's burn feature.
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