Video file questions

Hi!

I've been spending hours making a simple DVD of various videoclips. First I found that I had to convert the MP4's from an iPod and .mov's from my camera to either Avi's or mpg. So I did that. Half were converted to AVI and half to MPG. All the converted files play on the computer fine. BUT when I made the DVD (to be played on DVD player), the MPG's had no sound and the AVI's start out with sound then the sound disappears.

Any idea why this is happening? I'm using ULead to make the DVD. I've used this program before with success. To convert files, I used Any Video Converter, which I'm using for the first time and love.

Thanks!