PCQuest has an article detailing how to get all your favorite LiveCDs onto a single, menu-selectable LiveDVD. A great how-to article that hopefully will bring a round of LiveDVDs with dozens of distros!
First create a folder for each live distro you have. For instance, if you are creating a DVD for Auditor, PHLAK and Whoppix, create three folders with the name auditor, phlak and whoppix.