What exactly are you trying to do? Or what type of CD are you trying to make? Do you just want multiple files on there so that someone opens it on their computer and double-clicks the file they want? ... or are you trying to make a DVD/VCD with multiple tracks?

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If the former, just make the AVIs with a codec your viewers will be able to view (like MPEG1 or WMF) and use your normal CD burning program to make a data CD.

If you want a miniDVD/VCD where each AVI (MPEG2/MPEG1) is a different track, then you'll need to use a DVD/VCD authoring program. Ulead DVD Movie Factory will allow you to make miniDVD/SVCD/VCD and burn it to CD. Otherwise, for VCD/SVCD I've used vcdeasy (free) and had good results. (Use VV to generate the MPEG files, vcdeasy to assemble the menus, playlist, and to burn the CD)

http://www.vcdeasy.org

- vin