^
Someone here once suggested V-Hub to me for that. It's supposed to convert any video format to any video format. You can download a demo version that will let you convert files up to a minute or so long, just to see how it works. If you like it, it's only like $25 or so to buy the full version. I haven't been able to convert all formats, but it's worked for some.
If you have iMovie or Final Cut Pro, you can use V-Hub to convert files to DV clips, then put them together in your editing program, and from there, go to DVD. I don't have the link, but you can just search "V-Hub" or "Visual Hub".