A free program that will let you convert most all video formats is Super . Go to bottom of page for "download Super setup file" to start dn/load.

There is a bit of a learning curve to it,but it will convert pretty much all vid formats.

Use it to convert to 'Vob' files. Then to join the clips,you can pull them into Nero vision express. Add all the clips you want, then at the bottom left of the window you will see several buttons. Click on middle one to merge titles. Say yes to the popup. Then you can go into 'Create chapters' if you want to do that. When done on that page,go on to the next window (menu's). At top right select 'do not create a menu' from the dropdown. Go to next page. Here,you can preview the file in motion. Click the next at bottom right and you will be at the burn window. Click the details button for info on the file. I'd suggest you choose to burn it to a temp folder from here. You can then use PowerDVD or such to play the file before burning to be sure it's what you want. If ok,then just use any burning program to burn it to a DVD disk...
Hope this helps...