Turn your OS X install CDs into an install DVD

From Applepedia

1. Insert the first install CD into your drive. Open Disk Utility and make a disk image (DMG) from the disc. (For the purposes of this guide, we'll call this file Panther.dmg.)
2. Resize the disk image in order to accommodate the contents of the next two CDs, which will be appended to this disk image. First, increase the size of the entire image to 2 gigabytes:
   • hdiutil resize -size 2g -imageonly /Users/name/Desktop/Panther.dmg
3. Then resize the partition inside the image to 1.9 gigabytes:
   • hdiutil resize -size 1.9g -partitionOnly /Users/name/Desktop/Panther.dmg
4. Double-click the disk image to mount it.
5. Insert the second install CD into your drive. In the Finder, copy the contents of "Packages" to "/System/Installation/Packages" on the mounted image. (Accept all file overwrites.)
6. Repeat the previous step for the third install CD.
7. Locate the file "/System/Installation/Packages/OSinstallCache.plist" on the disk image and open it in the text editor of your choice.
8. Search for the string "IFPkgFlagProxyPackageLocation" and delete each reference to it, starting with the <key> before it and going all the way to the </string> that follows it.
9. The disk image is ready for burning onto a DVD.