Well, I have had the same problem; you can do it once you have created a list of titles to be copied to the DVD from HDD, (this is almost always the case if I'm dubbing titles, seldom is the DVD -> HDD the case for my part).
Below is the complete answer, from some other forum:
"I copied and pasted this from an earlier post written by CitiBear
Applies for dubbing tittles from HDD to DVD
[B] If you want to burn a DVD from the HDD, and combine two titles so that they become a single unified title on the finalized DVD, you need to use the recorders "copy list" editing functions. I'm sure you already know how to make a copy list, because its required every time you burn a disc. But the usual editing functions you see in the navigator window are accessed differently when you're in the copy list window. For example, to combine two titles you would first select them for the copy list like you normally would. Once in the copy list, titles are edited by highlighting them and hitting the Enter button. A submenu will appear with various editing options, but they only affect making a DVD copy, the original recordings on HDD are untouched. Erase removes a title from the copy list, Title Name lets you rename it, Erase Section works as usual, Move lets you change the playing order of titles in the list, Preview means "play", Cancel exits the submenu.
If you arrow down past Cancel, a second Edit menu appears with options for Divide Title, Combine Title, Chapter Edit, Set Thumbnail, Change Recording Speed, and again Cancel. So if you want to join two titles as one, add them to the Copy List in the order you want them to play, highlight the first title, hit Enter, arrow past Cancel to the second menu and choose Combine, select the second title to be joined and hit Enter. The two titles will merge into one, which will use the existing name of the first title unless you change it. If you select the combined title, hit enter and select "preview" the combined title will play full screen as it will appear on any burned DVD. You can exit and return to the Copy List at any time to play the "preview" again, but note individual Copy Lists cannot be saved permanently- they are wiped and rebuilt each time you make a change to burn a different DVD compilation.
One thing you cannot do is combine multiple titles in the main navigator window to create a convenient new single title on the HDD (of course not, that would be too easy). Permanent merging of titles can only be created during a DVD transfer from the HDD. Single titles on the HDD can be divided into multiple smaller titles, but they cannot be combined until transfer to DVD. IOW, combined playback from HDD requires creating a Record Copy List Preview or Playback Programme.[/B]
I forgot to mention something re combining titles when burning to DVD: the point where one title is joined to another automatically becomes a permanent chapter mark. This comes in handy for projects like Super Eye's music performance compilations, but you may not be thrilled with it for some other projects. The extra "automatic" chapter marks don't affect normal playback, but might bother you when trying to skip around the DVD using the chapter buttons (you might have to jump past a few more chapter stops than you would ideally prefer). Its unlikely this would really bug anyone, since 9 out of 10 times when you join two titles you'd probably want to be able to skip directly to that spot later. But those who might need to work around them should be aware of the extra hard-coded chapter marks at join points. "
I hope I will check on this, inform me if these questions are solwed!