Just for sake of clarity, you already have the avi and divx files in an ISO file right now?
You should post your Nero burn log here so we can try to find where the errors are.
In the meantime, you can also try a different burning program, called ImgBurn. It has replaced Nero for all my burning needs. It is free to use: www.imgburn.com Lets see if this is a problem within Nero by trying this other program. (these two programs can coexist on the same system without issues if you are concerned)
If you need to make the ISO with ImgBurn, click on Create image from files/folders and change Output to Device (your burner). If you already have the ISO, click on Write Image file to disc. In case the burn fails in ImgBurn, post the log file by clicking Help, then ImgBurn Logs.