Convert AVI (DivX, Xvid), MPEG or WMV/ASF to DVD format with Advanced X Video Converter
Open Advanced X Video Converter. Click the Add Task button on the main window.
Select All to VCD/SVCD/DVD in the Task window. Click the Next button.
Select DVD-PAL or DVD-NTSC in the Video Type list.

Note: Three files would be generated, which are .mpg, .m2a/mpa and .m2v. mpg is a mpeg file in DVD specification, it contains Video and Audio; m2v is a MPEG2 video file, it only contains video; and m2a/mpa is an audio file in Layer 2 format, it only contains audio. These files are necessary for burning DVD.

Create *.VOB, *.IFO with IfoEdit (IfoEdit is a freeware, click here to download).
Launch IfoEdit software and then click DVD Author -> Author New DVD.(1)

Add the Video file (*.m2v) that is converted by X Video Converter. (2)
Add the Audio file (*.m2a/mpa) that is converted by X Video Converter. (3)
Select a destination, and create a new folder named VIDEO_TS. Make sure that you have enough hard disk space. The folder name VIDEO_TS must be capital letters. (4)
Click the OK button, and then IfoEdit starts to generate the DVD structure (VOB and IFO files). (5)

Select DVD in the list. (1)
Select the DVD-Video icon. (2)
Click the New button. (3)

In the File Browser window, open your VIDEO_TS folder and select all the files in it. (4)
Drag them (see picture below) to DVDVideo1_DVD window. Drop all the files into VIDEO_TS folder (5)
Select File -> Write CD or click Open the write cd dialog... button.(6)

Check the Write box. (6)
Select a Write speed, lower speed would work better. (7)
Click the Write button. (8)