Chanced upon a good HOWTO for mastering and burning DVDs from video file(s) (AVI, MPEG, etc.).
In case the link goes stale, the jist is that one uses the program FAVC to do the mastering and then ImgBurn to do the burning:
FAVC Video to DVD Guide
"This guide tells you how to make DVDs from various type of video input files (AVI/MKV/MOV/MP4/...)"