How can i combine .exe files?

Is there any program out there that allows you to combine .exes into one .exe. What i want to do is make a dvd that my friend can put into his pc and he can easily load up and install one .exe after another as you would see when installing games eg: battlefield 2,directx9,gamespy i just need some sort of software that does this or that automatically install every .exe in a certin directory

Create a batch script and an autorun.inf file to put in the root of the DVD which will execute all the executables you specify in order.