Matt - get hold of a copy of Nero - it is SO easy to use!
As for multiple and different file types - what do you want to do with the disc? Is it to play in a DVD player (as video) or to play in a computer, or just for storage?
Cos putting different file types on a DVD is no problem - you can just make a DATA disc and write any file you like to the DVD - the only limitation is the capacity of the disc!
But unless your DVD player decodes formats other than normal DVD filetypes (VTS and VOB files) then video won't play in the DVD player...