If you still have the 3 avi files, and they are all encoded in the same manner, you can use AviDemux to combine them into one avi file. Import the first part, then use the Append function within AviDeumx to add the second and third sections. Save as an avi and use the Copy setting for the Video and Audio, so that it will copy without re-encoding and just join the sections.
You can then use something like AVStoDVD to convert the combined avi files into a dvd-video. If you want to make a dvd video that will fit onto a DL disk, all you have to do is set that size output in AVStoDVD. You will get a finished product ready to burn to a disk. You can even set AVStoDVD to automatically burn with ImgBurn at the conclusion of conversion.
A DL blank disk is known as DVD9. A single layer dvd is DVD5. By the way, only use Verbatim brand DL blank disks. That is very important.
Both programs I mentioned are free to use.