not much info offered.
if you have Nero, Nero vision express will do that.
How about telling us what your working with?You want to burn, so you must have a dvd burner, and a burning program?
I have dvd decrpyt, AnyDVD and DVD Shrink.
I am a shot/discus thrower and have alot of videos downloaded from online. I wanted to compile them all, transfer the to a .iso file or anything compatible in order to burn them onto a dvd+r or dvd+rw
These won't do it for you. You need software than can convert your mpg/avi files to mpeg2 (VOB). Like jim_dandy said, NeroVision Express will do what you want; it is a one program does it all solution for you. You "make a movie" with it by creating a project, loading your mpg/avi's into the project, create chapters and a menu, and then burn the project. During the burn phase it converts the source files to VOB (mpeg2) and creates the VIDEO_TS folder necessary for a dvd movie to play in your dvd player.