For short movies it is possible create a DVD on a CD. It's called "mini DVD".
This can be useful if you want to store some specials on a CD, or if you want create an only trailers disc.
Or simply if the movie is really short (for example, some "homemade" camera movies).
Nero allow this, and I've made some minidvd successfully. Simply select minidvd on new compilation window in nero.