I'm not sure why this is not working for you. I am not familiar with ConvertX; only used the trial for testing, and that was years ago.
A program similar to ConvertXtoDVD is AVStoDVD. It is free to use. http://www.videohelp.com/tools/AVStoDVD
This program is not very advanced for menu building, so you would only get to select each individual video from the menu itself, though there is a Play All button that can be selected in the menu.
It is also possible to have AVStoDVD convert your videos and output as dvd-compliant mpeg2 or separate video and audio streams. You could then import them into a more capable dvd authoring program like GUIforDVDAuthor. I do this when I want more creative control, though I use a commercial authoring program called DVDLab Pro ($$$).