I am a bit confused by what format you are trying to use for your DVDs and where you want to play them. Are you trying to play these in a tv-set dvd player or on your computer?
Video formats used muxed files, where the audio and video are mixed together. Assuming you have both tracks in the files it won't be a matter of needing special burning settings to burn the movies to DVD.
If you are not getting audio or video it can mean that either the audio is missing or the video is missing, or that your player is not able to correctly interpret the audio track or video track (or both). If you can open the file in Quicktime and get the movies properties, one of those sub menus will tell you which tracks are present and in what formats.
If you are trying to play these on a computer I would recommend trying the free VLC application.
If you are going to put these in standard DVD format with Video_TS you will need to recode everything into MP2 format. You can try the shareware FFmpegX, or you can pay for Quicktime Pro, in which case you will also need to buy Apple's MPEG2 codec.