Is there a way to make 4 ISO files into 1? If so, how?

You will need a program for opening and then editing the ISO's. See the 1st link below for a list of shareware programs. (I do not know of anny freewarre ISO programs)

I would think that you would have to open up all of them into individual folders and then add them all to the first and remake another ISO file.

Another possible soultion is to try and use a slipsteaming program. See second (Google) link for further links to instructions and possible program downloads

http://www.freedownloadscenter.com/Best/iso-tool-join.html
http://www.google.com/search?hl=en&lr=&q=slipstream+ISO+files&btnG=Search

Forgot to mention I have Ultra ISO.

Bearing in mind that there are a whole range of "ISO" files representing different types of media (data, audio, video, etc) and that some are bootable and others are not it is understandable that software would want to disassemble the constituent parts and then recombine them.

Ultra ISO should be as good at this as anything. Just extract the files to a folder on your hard drive from three of the ISOs and then drag the files back into the Ultra ISO window after opening the fourth ISO in it.