use the "suite" on a cd-r media/readonly?

You should be able to but unless you use a CD-RW you won't be able to save any settings. I would recommend installing it to a folder on your HDD first, configure all of your applications the way you like it and then just copy the contents of the folder to your CD. You could also use a DVD and install even more applications if you like, although not all computers have DVD readers installed in them.

As chevrolet.racing252 has said, it's best to run the apps at least once to configure them as you like. I believe that you actually need to run them once, to set up the Data directory while it's in the default location.

Then copy PortableApps\AppNamePortable\Other\Source\AppNamePortable.ini to PortableApps\AppNamePortable\, and change the "RunLocally" line to RunLocally=true. Do this for each app. Probably test it at this step.

Then you can burn it!

(btw, as for on a CD-RW, that won't be writable either, unless you've got InCD or a similar product installed, which allows it to be used like a big floppy disk)

Careful about distribution Firefox/Thunderbird/Sunbird, though, as Mozilla doesn't allow modifications. But if it's for your own personal use, that's fine.