Depending on if your ver of nero is a full version or an oem (and if oem, what programs are included), you can do it with nero. Open start smart and look for the "make your own dvd-video" icon. Click add video files and add your files. It can convert most file types to dvd compliant mpeg2 (may need to install codec etc. for some file types). Go through the various steps (they are pretty easy to figure out, if not, let me know and I will find you a guide) and it will let you make simple menues and stuff. Heres a hint, you can download aditional templates free from nero to give a lot more options to the look of the menu, but you can also use stills or even clips from the video for the butons and or background.
Fyi, this makes a standard dvd video. If you have mpeg1/2 files, some dvd players can play mpeg from a data disk (not menus but might work if you are planning on putting a lot of small files on one disk). You might want to see if your dvd players can do it. Some will even do avi's and stuff but not most.