If you plan to watch these AVI movies on a standalone, and your standalone is not able to read AVI, then you need a software like the one suggested by Sexy_Southerner to convert avi into DVD.
If you have a lot of these conversions to do, however, because of these conversions are really time consuming, the easier solution is to buy a standalone able to read also avi movies.
If you already have a standalone able to read avi movies, then you can burn these files on a DVD without any conversion creating a data disc, and not a video DVD. If you select video DVD nero will try to do a conversion into DVD. To leave unchanged all avi files, you must select Data disc.