When your are mannually operating AVI DVD Burner, after you finished all the convertion work, you could check all the generated DVD files in the tab 'Burn' (see below).
Just do it !
After you make sure everything is on the right track (don't forget to put a blank DVD disc into your DVD writer :-D), just click the button 'Burn' (see below) and a DVD with all your favorite movies will be on the way!