If I remember correctly, I have used both Nero 6, (I haven't upgraded to version 7 yet.), and TSUNAMI-MPEG DVD Author PRO version 2.1.5.77 to create a DVD like you want. I often have to create DVD's for my aging mother. So I create a DVD with No Menus and Auto Plays.. When its done playing it just starts over again. Don't quote me, but I think there in one or both of these programs is a Play All function checkbox when you select the No Menu option. If not, you just have to create one long dvd 'movie' instead of parts.

Nero is only like $99 USD. TSUNAMI-MPEG DVD Author PRO can be downloaded for $90 USD.

For DVD, or audio/video arthoring questions, http://www.doom9.org is the best place to go. They have both a forum and an IRC live chat room.

JP