If they are mpeg4 avi files then this raises the issues with mpeg4.
Either as divx or xvid, they are not guaranteed to play well or at all on settop divx-capable DVD players as there are issues like encoding bitrate , specific codec etc ( too boring to go into)
However if you have been able to get the vob files you made from them to play in interwin, then they have been sucessfully converted to DVD compliant mpeg2.
Nero vision,
Ulead movie factory4 ( £19-29) amongst others are
DVD authoring programs which will allow you take compatible video files from any where and author ( ie make up) a
dvd-video with them capable of being played anywhere.
There are more expensive capable ( and complex) programs like Adobe Encore, DVD architect etc. Also advanced but easy to use is
Ulead Movie Workshop2. Nero vision is basic and I have but have never used Roxios ( within Media suite 8) . However Roxio bought over Sonic who made
MyDVD which is also a well known budget DVD authoring software
A collection of vob (mpeg2) files on a dvd disc will not play as a dvd video on a settop player. Even on the computer sofware player they will play only in File mode not recognising the disc as a valid dvd-video disc as such.
There are ifo and bup files which define a menu. chapter structure and allow the hardware and even software player see the disc as a DVD video disc and not a data dvd with video files. These provide a navigational structure ,subtitle, subpicture elements and such things like audio streams for DVD. If you explore the contents of a commercial DVD you will find these in the video_ts folder.
An analogy is that a collection of wav files on a data cd rom will not play as cd audio on a standard cd player unless made to the "red book" audio cd standard
Whats that?

look
here