Well usually when you download games they are in rar format. So when you extract it you get the ISO file which is the game. I burn that using DVD-Decrypter at 4x. When You want to copy your burnt game, you would just need to put the game into your pc dvd drive. go to DVD-Decrypter, click on mode, iso and then read. Choose a place and name for your game. Then press start. After this you are once again left with an ISO, so burn it again to a different DVD.
I have just downloaded a file and like you say there are 5 RAR files with the extensions .00 to .04 , so do i just extract .00 and burn the image or do i need to do all 5 ? if not what are the other 4 used for.
You just extract the first rar file and burn the ISO thats extracted, the ISO is split between all the rar files and when you extract the first file it extracts from them all.