In nero you can use the “make your own dvd-video” option and it will go through all the steps from start to a burned dvd. You start by adding your files (many kinds including avi), step through making buttons for each title, a background etc. It creates the menus automatically (they are kind of cheesy but they allow pics/vid for buttons and background), and then it burns it for you.
Just one note though. I have always heard that nero will always re encode mpeg files (which takes a couple of hours), but recently discovered that it aparently doesn’t re encode .vob files. These were even mpeg 2 files to start with that I just renamed to .vob and it did 11 20 minute files in about 25 minutes (burned to a hard drive folder, not a disk). Maybe it was a fluke or something but there is no way it could have re encoded them in that time. Even though your capture device is probably creating mpeg 2 files, and nero can deal with those mpeg 2 files just fine, there might be an advantage to renaming them to vob.