Another question is are there subfolders or are all the files all in one folder on the CD?
Presuming that this is on Windows you can do this....
Another question is are there subfolders?
Bring up a DOS window and enter the following:
c:
cd
dir PATHTOFILES /B > files.txt
Repalcing PATHTOFILES with the path to the folder on each CD (e.g. just E:\ or E:\Folder1)
You'll end up with a text file in the root of c: which will hold all the file names in that folder.
Repeat the process for each CD (or for each folder if there's only a small number of them) but giving a different filename each time (e.g. files1.txt and then files2.txt).
If you do have lots of subfolders on the CD then the final DOS command can be:
dir PATHTOFILES /B /S > files.txt
But you get the full path of each file, which may not be so useful