Sounds like you are converting to dvd-video, which uses mpeg2 codec and isn’t as efficient in compression. Commercial dvds use dual layers…roughly twice the size of your single layer blank dvds.
You can burn dual layer dvds and get more episodes on each disk (only use Verbatim brand DL dvds by the way). Or you can reduce the resolution size of your videos, or lower the bitrate as you convert. This could adversely affect the quality of your transcoded video however. Playing with just the bitrate, you should be able to fit 2 to 2 1/2 hrs on a single layer dvd without causing too much degradation of the video.
You don’t mention which program you are using to convert. Try using FAVC or DVDFlick, import 4 episodes to your compilation and let it reencode to fit a single layer disk. See if you like the results.
The easiest method is simply to get a dvd player that can play avi files. If the files you have now are encoded with divx or xvid codecs, many newer players can handle this format. All you have to do in that case is to burn to disk as data. You should be able to fit all 10 on a single disk.