2CD's -> DVD
1) Create a Temp dir.
2) Copy all files from CD1 to Temp dir.
3) Copy all files from CD2 to Temp dir (choose "yes to all" when asked to overwrite files and directories).
4) Burn the directory to a blank DVD naming it whatever you want (i've tested with "MGS" and worked).
PS: A good way to test if it works, is to create a .ISO file with the content from Tem dir and then test with DAEMON Tools (or Alchool 120%...).
If it works fine, burn it :P