Yes, you can use Alcohol 120%
First, you need to make images of the 5 CDs (or 4)
You can do that using Nero or Alcohol or which ever burning software you have (most of them are supported)
Create an image file for each of the CDs
Then, you need to have a virtual drive
You can create one using Alcohol or Deamon tools...
Either download and install damon tools or simply open alcohol 120% and click on options.
Go down to Virtual Drive and select the number of virtual drives as 1 (you can have many upto 31 I think but you dont need exept 1)
Next, go to My Coputer and you should see there an extra drive(other than your cd dive or dvd or cd rw)
Right click on it and click on Mount Image then click open.
Browse for the image you created for disk 1 and click open
Now you can install the game
When it asks for disk 2 (or 3.4...5....), simply mound the image of disk 2 (or whichever disk) and click ok
Notice that if you have the original cd (for sims 2 for ex) you cant play it when you copy it to a CD or to a DVD. You need a no-cd patch or the original CD 1 to launch the game.