merge all CD ISO images into one DVD ISO image

1. Mount each cd in turn.
If you just have the iso image you can mount it as a loopback filesystem:
mount -o loop -t iso9660 /mnt/tmp

2. Copy all of the files to your hard drive.

3. Use mkisofs to create a new ISO image
mkisofs -o dvd_iso_image.iso /path/to/files