Two ways to do this
Copy your entire PES4 DVD to your hard drive
Now copy your 'dat' folder from your install directory over the one in the directory you just copied the dvd to, which would be here in the dvd folder (\program files\KONAMI\Pro Evolution Soccer 4\dat)
now burn this dvd, and you should be able to install off of it, granted you'll need the original DVD to play.
The other is a more elaborate way to make an EXACT replica of the dvd by creating an image, and then replacing the files inside the image...if you really want I could explain that but I think thats overkill for this.