To capture a live Cyberdisc, you first need to partially stun it with an electric weapon, e.g. electro-pulse or superconducting ammo, and then knock it out with one of the weapons that won't cause it to explode. If you don't have EMP weapons, then some of the ranged weapons/ammo that don't trigger self destruct are also:
Good Lookin' Rock, Sunblades, Firestars, Laser Stars, Magic Cards, Throwing Axes, Throwing Hammer, Disc o'Death, Cannonball o'Acid, ABCG Corrosive Compound, Mortar Shell/Acid, Acid Minibomb, Chem Grenade and Chem Mine.