Are they in dvd-video format? If so, you can change the output size in DVDShrink. Go to Edit–>Preferences. You will see a Target size with a drop down box…go to Custom, then on the right of that you can set the output size in Mb. To fit a cd, you’ll need to set that to 700mb.
Make sure to set it back to the normal DVD-5 (4.7gb) setting before trying to fit a movie onto a dvd though.
DVDShrink can only work with dvd-video. If your movies are in another format please let us know what it is.