There is no choice of file types for DVD. Has to be Mpeg2,
If you re-render as one file in Vegas, you will be re-compressing the files and that will be a noticable quality loss. There is software that can join them up without recompression such as Mpeg Video Wizard.
Your best best at this point is to use the separate files and link them to each other or to a menu through end actions. Either that, or go back to the original .veg files, join up the segments in the original format, and create the complete Mpeg.
As for what will fit, add up the file sizes. A single layer DVD will hold 4.3 GB.
Gary Kleiner
