Burn more than one ISO to one dvd?

extract all ISO (e.g. with WinRAR, 7-Zip), then use a DVD authoring tool (e.g. DVD Flick) to create a Video DVD.

The iso format is not conducive to what you want to do. You can think of it like a serializaion of the filesystem. You can't write more than one filesystem to a disc. The OS wouldn't know what to do with that. To combine them, you would have to extract all of the files out of the filesystems and then combine them in one.