If you have the full Nero Burning Suite, Nero Vision should be able to convert VCD to dvd-video for you. Copy the vcd's to the hard drive first, then import them into Nero Vision and set the output as dvd video. Make sure the dvd matches your country's standards (NTSC for US, PAL for most of the rest of the world).
You can also use AVStoDVD, which is a free conversion program. Same instructions apply...start from video on the hard drive, set region standard. You can find AVStoDVD here: http://www.videohelp.com/tools/AVStoDVD It will produce a finished dvd ready to burn, or you can set it to burn automatically with ImgBurn, which is included in the package.
You may only fit a few of the vcd's onto one disk. Try to keep the running time per dvd down to about 2-2 1/2 hrs for best quality.