Hello and welcome to the forum
I am assuming by Mpeg3 you mean Mpeg2 since video files are usually in mpeg2 and Mpeg3 is for audio only.
I have taken serveral Mpg video files and made DVD’s out of them. What you need to do is convert the mpg video files into a VOB standard file. To do this you will need a video converter, I used the Xilisoft Video converter and it worked great. Once you have the *.VOB file open Nero and create a “video DVD” and pull in your VOB file into the Video_TS directory. Then burn the disc, thats it.
This will burn a DVD and will start to play the movie/clip when you put in the disc. If you want to create Menus, Scenes, chapters then you will need a package like DVDLAB, but if all you want to do is create a DVD it should be pretty easy.