You can add multiple titles onto one DVD using DVD2One. There are other, more long-winded ways, too.
You can either use the prior/next buttons on the remote control to jump sequentially to each title, rather as if they were chapters, or you can have them joined seamlessly, in which place they play one after the other without interruption. I believe Recode will do this as well (its alter ego, DVDShrink certainly will in its re-author mode).
If you want to add a menu, you will need an authoring tool (an editor) and will need rather more time and effort to arrive at the finished disc.
Keep in mind that you cannot add titles indefinitely. Quality will suffer first and then, finally, no further compression will be possible, possibly leading to program failure.