Get him to run off another one - so you have one to keep.
Or you can make a copy of the dvd you borrow from him.
You can use the free Isorecorder:
You need to be on 7 or Vista do do it. http://isorecorder.alexfeinman.com/W7.htm
Download and install isorecorder. ( You don't see it - he's on your rt click menu).
Put 7 dvd in drive.
Rt click dvddrive and select Create .iso Image File. Select a location to put it.
When it has copied the . iso, rt click the .iso you just copied - put a recordable dvd in the drive - burn the .iso Image to dvd. ( do not format the dvd).