CD Architect will only allow you to create disc-at-once cd's. You need to create multiple sessions as per the other version of this thread.
Under Nero:
Make a data and audio cd. Put all your videos files in the data section (there will only be 1 data track, to contain all your videos).
And then put in your audio files in, in the audio section. Job done. If you particularly want to make a VCD now, then Nero will do that for you too.
Not under Nero:
Other programs are also just as capable of the data+audio cd standard. At the least, you are making a multi-session cd. The audio files go in the first session. This session then gets closed. Then you create a new session (or more) and this is where the data area is. You cannot make a secondary audio session, it will not be seen by a standard audio cd player.
As for whether or not your DVD (standalone) player will see the data track is another question, some can read multisession discs, and some can't. PC's generally can, especially anything less than 4yrs old.