I'm sorry, I misunderstood your question. I thought you had the ISO and wanted to burn it to a CD, I didn't realize you have the CDs and want to make them a DVD. Are you on Windows or Linux, now?
Although, I doubt it matters. The media asks for another CD during installation. If all the files are on the same DVD, I don't know if it would be able to tell that. I must admit, this doesn't seem like the problem at all. If you have the media, why would you put it on something else? It seems a bit redundant and wasteful to take what you have and put it an another media, mind explaining what you are trying to accomplish?
The only recommendation I can offer is to get a program like WinRAR
(on Windows, I will assume you are using) and extract the CD ISO files and put them all together (so if there is a folder called Data in all 3 CD images, you will put all their contents in the same folder) and then create an ISO of the new image. There are special settings you have to attach to the ISO to make it bootable, I believe.