I an not aware or any video file that had a file extension of VCD. They could be just ordinary MPG files but in VCD format. Try running Nero, select Video-CD, load one of the *.VCD files in and see what it says. If its not a VCD compliant file it will reject it and offer you to burn as non-compliant or to re-encode.
If either of these errors come up, I suggest you re-encode it with TMPGEnc rather than let Nero do it, you get a much better quality end result.