Hi Matthias,
I don't want to say it is not possible but it is so difficult as to be just about impossible. One can easily backup a site with its files and the database backup onto DVDs, but to be able to then view the site as it was is where it becomes very challenging. You could restore it to disk and then re-create the site as it was but to be able to just view it from the disk would require that the dvd is bootable and runs with an operating system, a web server, and a database server. I do not know how to do that with windows, IIS and SQL Server, there would be licensing issues even if it is somehow possible.
On Linux it is more feasible from a license point of view and there are tools for making bootable linux disks. In theory it would be possible to backup a mojoPortal site that uses SQLite, or MySql, or pgsql onto a bootable disk with openSuse and Mono and then be able to run it by booting the disk up. But in reality there are always bugs in Mono and it is a lot of work to properly setup and configure a working bootable disk with a copy of a site on it. It isn't something I would want to struggle with myself and certainly not something for less technical people to tackle.
Best,
Joe