how i can burn an .avi image file?

I have pro evollution soccer 4 for pc.It is composed of three files: Pro.Evolution.Soccer.4.dvd,Pro.Evolution.Soccer.4.000 and Pro.Evolution.Soccer.4.001.

can anyone please tell me how i can burnt those three file in one dvd.

In other words how i can burn the .dvd image file so that it will contain all files.

Thank you!