If you make AVI (or MPEG2 if this doesn't work) files of each film. Then import them into a DVD authoring program (eg. Nero).
You could copy all of one film and paste it to the end of another. Then do again, to get 3 in a row. Then make a DVD in Magix. I have never done this, but you may also be able to put markers between each film to get separate chapters or titles - worth a try.
I have burned multiple movies to DVD by selecting "attach movie "from the file menu and adding the next movie. I have had other issues with burning though. (not having enough space in the "folder" when the movie is long) Any similar experience?