I've only just started to use Nero myself, so I'm no expert with that lol...
But I have used santa for some time now...
What you will find is when you finish converting the files you will have the option to burn them to disk, I always selected yes and it burnt my files...
I have never had 8 files lined up though and you will find they might not all fit onto 1 disk, so I'm not actually sure if Santa gives you the option to insert another disk or you might get a message saying not enough disk space...
With your blank discs are you using ones that are compatible with your dvd writer ie R-, R+ RW -, RW+...Maybe that's the reason why they wont play..
Some players support - or + and some support both....