There are several commercial vendors providing the CQD (Central Question Database) check the following links. I do not know about a CD version containing all 16/18.000 questions, though. The only CD I know is the Oxford Test-prep CD, but it only contains around 2600 questions.
Aviation Training (this one is for free, but it "only" contains around 7000 questions)
ATPL Theory Question Bank (also for free, only requires registration. See ATPL-Theory (menu on the left) contains some useful videos on various topics)
The Daily ATPL, your source for a free ATPL question bank. Daily ATPL database updates. (another free one)
EASAbank.eu, the free QCB v.15 for european airplane pilots
https://www.aviationexam.com
https://www.aviator24.com
JAA ATPL Question Bank | AviationTire.com
JAA (EASA) ATPL Theory Exam Preparation
2go.aero :: the aviation test preparation :: home
Oxford ATPL CD's - very useful!
OATmedia Products