You can put in the remaining space an avi or other data too large for a CD, but too small to fit an entire DVD. I do it and don't cause problems for dvd playback.
To do is simple: with nero choose
New compilation --> DVD video --> Put all vob and ifo files on "VIDEO_TS" directory --> the put all other files to fit all disc on the root of the disc (not in a directory) --> Burn the compilation