Tools: Get Nero 5.5+ or get the demo here.
Launch Nero.Close the Wizard. Select File->New. 
 
                   
 
                  
                    
                    1. Select Write speed, lower may work better if you get problem 
                    playing the VCD. Select Disc at once and Finalize 
                    CD.
                    2. Hit Write.
                    .
Done.
                    
                    
                    Problems 
                    When adding a mpg file to the Tracks list can Nero complain 
                    about the standard, it looks like the picutre below here. 
                    It will show what settings that are incorrect, you can now 
                    either let Nero re-encode the video to the correct file but 
                    it will take some time or you can turn of standard 
                    compliance and burn anyway and it might work on your player(you 
                    have made a XVCD) or if the settings are correct you 
                    may only need to repair the mpg 
                    or you can reencode with another encoder like TMPGEnc. 
                    
                    