IBZoomer

I need info on how to: Burn a multi-session DVD (DVD-R media) that will play in any DVD player. I have several .mpg (MPEG-2) files that I wish to burn onto a DVD-R disc and I want to be able to play the DVD back on any DVD player that connects to a TV. (I want to be able to select which file I want to playback so I think I need to burn a multisession DVD). This is probably described somewhere and if so, please point me to it. Thanks.