and i wanna do that under windows first to be installing linux with only on dvd instead of switching 5 or more cds....

can you help me finds linux distibution for the most known distributions on dvd iso not cd iso
Any popular recent distributions should be available on DVD like http://iso.linuxquestions.org/version.php?version=368. Maybe check http://iso.linuxquestions.org/


how can i merge 5 cd iso into one dvd iso if it's possible
With some unmaintained and unsupported script like http://www.stams.strath.ac.uk/~sergei/files/mkdvdiso.sh (from people.redhat.com/ckloiber/)


and i wanna do that under windows first
You'd have to mount the ISO's and copy the packages to disk (no problem), extract the distro's DVD El-Torito bootdisk (there's freeware tools for that too), then burn the DVD tree with the bootdisk and hope it will boot. A lot of work compared to changing CD's.


to be installing linux with only on dvd instead of switching 5 or more cds
If you have lots of free diskspace on a partition Linux can recognise (VFAT, not NTFS if I remember correctly) you alternatively could dump the contents of the CD's there and point the installer to it.