You can burn ANYTHING to a CD as long as it'll fit. The question is do you want to play them in a DVD player. If so, you have to burn them as VCDs. TMPGENC is a free encoder that'll convert them for you. It should already have the formats preset, you just have to open it. Then, Nero should have a VCD option. Just select that and burn.
Now realize, a VCD can only hold about 70 minutes of video...