Combining several movie files to 1 DVD

How can I combine several movie files wether they are avi/mpg/vcd/svcd/any other format into 1 full length DVD movie?? I know how to convert all the different files into DVD files, just can't get all 2 or 3 movie parts to 1 seamless dvd. Not broken up on the menu screen as 2 or 3 cd's??
 
AVIs are the easiest; Pinnacle Studio 8, Premier, VegasVideo, etc will take any amount of AVI files that will fit on a disk (true AVIs, not DiVX necessarily) and let you output to DVD mpegs.
For MPGs, I like M2Edit personally. Using TMPGEnc usually involves cheap old japanese monster movie audio sync issues...
 
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