What kind of running time are you looking at with these 5 movies? They had better be very small movies.
What format do you want them in? Can you use divx or xvid instead of dvd-video? TMPGenc Authoring Works can create a divx movie with menus. You would need a dvd player capable of playing divx video however.
Your target size had better be a double layer dvd....approx 7.7gb of video.
By the way dass_ds, do not post the same question in two or more forums. It is called crossposting and is against the rules.