If you already have a different Linux system to work with, you can use unionfs
(1) Install unionfs
(2) Mount each of the 5 iso images (as a loop device) to a seperate mountpoint
(3) Use unionfs to create a union directory of all five mountpoints
(4) Burn you DVD from the union
For additional background and details, see: http://www.linuxjournal.com/article/7714
Scroll down the page to the section labeled "Merging Distribution ISO Images"