A simple and free way to do so would be to transcode to DVD format with DivxToDVD, then burn with something like Nero. You can add more than one files at a time. You need however to keep count of the size.
Hmmm, interesting, my DivxToDVD doesn't work that way. *_*
Anyway, DivxToDVD only transcodes, but will not burn. So if you have the right program installed, just select 'source file', go and add the avis and mpegs (total duration not to exceed 2 hours) in the desired order (just keep on adding), select 'target folder', then hit transcode. If you have done things right, the video clips would be automatically combined and converted into DVD compliant format (i.e. with a Video_TS folder and Audio_TS folder). Try play the resulting video to see if everything is o.k.. Then burn with Nero.
Good luck!
