After the download manager finishes downloading the installer files, you will have a group of files similar to this:

Although these files can be burned to a DVD as a backup (download manager is available from sale site in a month or so), we will try to create an installer similar to the actual DVD installer. Run the exe file and you will have this Window:

The exe file will extract the installer and that is what we need to "capture". So click on browse and you will have this window:

Set a new folder where you can extract the files so it will not clatter. With the predestined folder selected, click on Install and the files will be extracted. The window will look like this:

Each cab will be extracted one by one.  This one is extracting second cab file.

After the extraction, this automaticlly appears. Click on Exit installer.

Open the folder where the files are extracted. This may look like this:

Burn the "files and folder" to a DVD. Not the folder we used for extracting.

The files normally extracts to the temp folder and what we have done is to "capture" the "temp" files by changing the directory.

Same goes to part 2 if you ordered the Ultimate version.

Hope this helps.