Put videos into folders when burning a DVD?

I would like to find software that will put your videos into folders. Lets say you have Extras, music videos, clips, etc. I'd like to have these folders on a DVD. What software is out there that I can do that? I use convert X to burn DVDS but it doesn't give you any options like that. I asked this question earlier but this guy KC didn't know what I was talking about so I figured I'd re word the question. Not a Data DVD either. ...Just making myself clear.