I have done this with every release of Mandrake since 9.2
There is a script made for redhat that does the trick called
mkdvdiso.sh from
ftp://people.redhat.com/ckloiber/You will need the ISO files & this script, also enough hard drive space to create the DVD.iso.
Open a terminal & become root.
Here is the command I use;
sh mkdvdiso.sh /home/dave/isos /home/dave/dvd.iso growisofs -Z /dev/scd0=/home/dave/dvd.iso
/home/dave/isos is the folder where I put the cd.iso's & DVD.iso
is the final image to be burned at no more than 4x, any faster & you will get errors during the Mandrake install.
Hope this helps.