what you want to do is "author a dvd", which is the process of piecing together all the audio and video tracks and making menus. once you've authored it, then you burn it.
however, (gui'd)dvd authoring apps in linux are pathetic. qdvdauthor looked promising, only it won't run for more than 30 seconds without crashing. dvdstyler was alright, but it's terribly unintuitive. haven't tried dvdwizard, but it looked really limited.
varsha is another one you could try, but I can't comment as to its quality (installed but not played it with yet).
calling all linux dvdauthor guis pathetic is a bit harsh.. but coming from DVD-Lab on windows, every linux app I've look at really does seem pathetic.
you're best bet(on linux anyway) is probably learning to use dvdauthor without a gui. If you've got a mac, I'd suggest looking at the mac dvd authoring apps, as they're the most full featured authoring apps for less than $100 - basically anything decent elsewhere costs big time moolah.