How can i copy 3 or 4 movies on one dvd?

Why won't you able to do this?

A regular DVD disc has 4.7 Gb (of space), and a compressed movie in mpeg4 technology (xvid/divx) can be something like 700MB if the movie is something like a hour and half .. it's fits..

If you mean in your question how can you burn them.. you can use a burning program? right? just check if you have a dvd writer drive and get a burning program like Nero, and burn. 

You can use Aimersoft DVD Creator, it can convert all popular video formats (AVI, MP4, MPG, MPEG, 3GP, WMV, ASF, RM, RMVB, DAT, MOV, FLV, etc) to DVD and burn DVD movie played on portable and home DVD players, that's very good for me, you can free download it from its official site:

I have tried Aimersoft DVD Creator too, it works quite well for me to convert and burn my movies to DVD.  I have tried other DVD Creators too, but most of them don't have the editting and previewing functions, and you can't convert multiple video clips to a DVD, while you can do that with Aimersoft. It's pretty nice!

Here is also a step-by-step guide about how to burn DVD.

Resource as below:

http://apple-idvd.blogspot.com/2009/04/how-to-burn-online-free-downloaded.html

Hi,
Usually,The DVD Disc are DVD-5 (4.7GB) or DVD-9 (8.5GB) capacity.If the capacity of the movies are big,you'd better choose DVD-9 (8.5GB) Disc.
When you copy the moives to the DVD,you should convert it.You can try Aimersoft DVD Creator ,it's fast and powerfull to do this.
Hope can help you!

For Mac users, what you need is a Mac Video to DVD Convert ,which can help you burn several videos to one DVD on Mac .

Just follow this guide:

http://www.mediasoftmac.com/dvd-creator-articles/tutorial-mac-dvd-creator.html#129

You also can use Wondershare Video to DVD Burner,it has the same function of burn video to dvd,have a try.