wet the dvd-r and push the file in as hard as you can until it all soaks in. you might wish to sew the two files together beforehand, though.
Think it through logically. You have 2 divx files (because it says so in the name), and you want a dvd. Convert, convert, convert. If you want 1 divx file instead of two, combine them. It's that simple. All you need to do is find the tools that do this (google can help here).