How do I combine 4 separate .ISO files on Mac OS X?

I have 4 .ISO files that are a group of the same kind, but I need to combine all the .ISO files so I can then convert it to .DMG so I can mount it on my external hard drive. Can someone explain how to combine 4 different .ISO files for me? The files are on my desktop labeled "install1.iso, install2.iso, install3.iso, install4.iso". Also can someone tell me how to convert that to a .DMG after?