Instead of using disk utility (or whatever) to burn the image to the DVD, use finder to copy the 4 image file (presuming a dmg file) to the DVD and burn it. Now after you load the DVD into the driver, mount all 4 images.
Well I could've done that - but instead wanted to have all four files already mounted on the DVD so whenever I put the DVD in they can be read by the program & run. Is this possible. I know it's possible with just one .ISO file, but do not know whether it is with multiple -- Would this be possible on OS X?
A real expert is going to have to answer that but I think not... I can only mount two because of the internal DVD and an external DVD... so if you had four external DVDs that should do it nicely.