VirtualDub, as it is written in http://www.afterdawn.com/guides/. Careful: if the AVI contain MP3 VBR audio VirtualDub will give errors ('AVI files have different sampling rates...'). You'll have to replace the MP3 VBR srream by a Mp3 CBR (e.g. 128 kbps) stream. A tutorial for this procedure is in the FAQs (1 - extract the audio from the AVI (as MP3 or, better, as an uncompressed WAV); 2 - re-compress audio WAV -> MP3 CBR e.g. 128 kbps; 3 - replace the AVI's old MP3 VBR with the MP3 CBR you just made, using VirtualDubMod).
I know the WinAVI video converter can convert many avi files to one dvd folder.And you can play it one by one or which one you like. Which this useful: http://www.winavi.com/avi-to-dvd.htm