Since I’m not sure if you are using Magix Movie Edit (and if so what version) as your final medium to render your project, this may be of no help. But in any case… Loading multiple movies to burn on DVD in Movie Edit Pro 15 Plus can be done in a couple of ways and I commonly use keyboard shortcuts to load a new movie, but proceed as follows: 
Load your first movie. Now, right above the timeline on the left side you will see a little “movie reel” button that is to the right of the four timeline icon toggle buttons. It has a drop down arrow on it. You will see that clicking this button allows you to re-name the existing movie but it also allows you to add a new movie. When you click it to add a new movie, a dialogue box will come up asking you if you want to close the existing movie or leave it open. You want to choose to leave it open because you want a series of movies. (Just as the example states in the dialogue box.) A new timeline will appear and you can load the second movie. Note: It will seem like your first movie has disappeared, but just click the “movie reel” icon again and you will see that you can toggle back and forth from movie to movie. (Or "movie-timeline" to "movie-timeline" to be more specific.)
(I also recommend re-naming them.) Proceed in the same manner with any subsequent movies you want to add; but once the second movie has been loaded the dialogue box asking if you want to close the existing movie won’t appear. (It knows you’re embarking on a mission to load a series of movies.)  
Now, in the event that you want to completely remove one of those movies, don’t just delete the movie itself because that won’t do it. Simply because you will discover that you can still toggle back and forth from movie-timeline to movie-timeline with one of the channels now being empty.
To completely remove the movie-timeline you have to use the “File” menu at the top and scroll down to “Manage Movies.” There you will see that you can remove the movie from your project, and among other things add a new movie. (As I stated earlier, there are a couple of routes to add a new movie.)

Also, I've simply used the phrases "movie" and "movie -timeline" to try and differentiate between the circumstances. I hope it didn't confuse you.
  This series of movies that you have loaded will now be accessible in menu format when you switch to the “Burn” mode to produce your DVD. I’m not familiar with the other software that you are using, but I hope the foregoing helped. Good luck.