Download and use DVD Shrink (free here at AfterDawn) to rip and compress down to DVD-r size, then use Nero or some other burning software to burn it. Several threads here in the newbie section walk you thru it. Do a search (at the top of this page) on DVD Shrink and you'll find what you are looking for.
Kfunk, the method suggested (DVD Shrink and then burn) is NOT the only way to go, but I can vouch that for me, it was the most successful. I purchased a copy of DVD X Copy which claims that you can backup episodic DVD's, but for the life of me, I couldn't get the program to ever work as advertised. Others have, but I gave up on the "payware" and went down the "freeware" route. It's a lot simpler than you'd think.
Using DVD Shrink and Nero, I've now successfully backed up my Alias, Taken, 24 and X-files DVD collections onto DVD-R's. From there, I've even compressed them further down to DIVX files to play on my laptop on long business trips. In fact, I've got the ENTIRE Alias Season 1 (24 episodes) in Divx format on one DVD...at about 200 megs per episode. They look just fine on my laptop or PDA's screen.
Is there a specific reason you want/need to use DVDXCopy? If it's just for the convenience of "one-click-backups," then I believe you can do this with their newer release of "DVD X Copy Express." It's supposed to work like DVD Shrink or DVD2One by compressing the VOB's down to fit a dual layer DVD onto a single DVD-R.
