Another way...
if your recording is in DVR-MS format - DVREdit [
Found on this site] can chop it into as many segments as you desire - this can then be saved back in the original DVR-MS format.
If using vista you can then import the DVR-MS recording into Windows DVD Maker (i think that's the name) and with a few clicks here and there have a DVD created.
One downside to using Windows DVD Maker is it takes a long time to create the DVD.
Regards
Daz