You might have to compress your dvds a bit to fit onto a double layer disk. A dvd-5, on a +R disk has a maximum size of about 4.378gb (yes I know it says 4.7 on the disk...). A double layer +R dvd has 7.96gb maximum size. You can see there is a potential problem in fitting them to a DL disk. Look here for confirmation: http://en.wikipedia.org/wiki/DVD%2BR_DL
You can use NeroVision for this, though I don't really recommend it. You can also use a few free programs, like AVStoDVD, FAVC and DVDFlick. You will lose the original menu, but each of these will let you make a new one, though it won't be particularly elaborate.
These programs will re-encode the videos to fit your DVD-9 target. You will have to set the target size, and make sure you are making the appropriate type of dvd for your region (PAL vs NTSC). I like AVStoDVD and FAVC because they can use a very high quality encoder called HCenc. DVDFlick apparently has more versatility in menu creation though.
If by chance your dvd-5 videos will fit onto a dvd-9 without re-encoding that would be a better option. You can import them to an authoring program like DVDStyler and simply make a menu for them. DVDStyler used to be a pure authoring program, but I believe now it can re-encode as well. DVD compliant vob files should be imported without re-encoding, but you might have to merge them first. See here: http://dvdstyler.wiki.sourceforge.net/FAQVob
Edit: By the way, I hope you know that most DL media is very inconsistent in quality. We recommend Verbatim DL +R, burned at a moderate speed. I normally burn them at 4x.