Multiple DiVX/VCDs on a DVD

Hi
Do modern set-top DVD players out there play DVDs that have multiple files
on them in different formats? Ex. a DIVX movie, a VCD movie etc. I dont know
if these units now have menus to navigate files etc.

If so, what software would you use to burn a standard DVD+R (4.7 gig) so it
contains multiple movie files? Would Nero Ultra work? Would you burn it in
"data" mode?
Ideally, with each Divx or VCD about 700MB, I could see putting about 6
movies on a disc.

thanx

Sabian Smith