How do I put more than 1 show onto 1 DVD-R?

[4kaz]

Once before, I used an AVI-to-DVD converter, then an authoring program, then used Nero to create a DVD from a very good quality DVDrip .avi (it took a long time, but it was very successful) .

Currently, I have several short documentary episodes in .avi format that I'd like to convert & combine together onto 1 DVD. Is this possible...if so, how would I go about it?