If the files are small enough, you should be able to just open the four files in the order you want them and then convert. VSODivxToDVD has problems with long filenames though, so you might want temporarily rename them to something short (i.e. 01, 02, 03, 04).
^yea wat he said...and divxtodvd is probably one of the best fre eproggy's out there for batch conversion..easy and fast
