I'm not familiar with Pinnacle 9 but i would (and do regularly) do this as follows.

Take your individual projects and export them as MPEG2.

Open up your DVD authoring s/w. Build a timeline for each video project in your 'DVD project'. Design a DVD menu and have each 'button' show individual video projects. Sometimes I even add a 'Play All' button as well

I've done this with Adobe Premiere 6.5 and Adobe Encore so apologies if Pinnacle s/w works completely different.