About 2 years ago I came across a program, that auto installed all expansions. In the program, you simply pointed the program to the installation directory of each expansion and then it gradually went thru the process of installation without pause until all expansion were installed. Does anyone one know what this program was called, I cant find it anywhere and it really is a pain to install each expansion separately.

Do you mean the patches or the EP's themselves?
If you bought the game and downloaded them from Steam or Origin they would install them for you. I don't even think it would be possible with discs.