Some people like to buy writable CDs and USB drives to keep extra copies of their games on there. For example, if you have a blank CD you can copy the game files onto there (including the images) without taking up space on your computer.

Since it's a CD, you just pop it in anytime someone wants to play. Of course, this works as many times as you want if you have a lot of people that like to play the game.

Just a thought! Otherwise if you're not worried about how much space is on your computer, Tuna's method works perfectly.