My machine - a Dansai 1010 (v cheap from Tesco in the UK
) plays ISO CD's so i can just put the *.mpg files on a normal CD and burn them in Nero. When this is loaded on my player i get a little file manager which lets you select the file you want to play. It even supports directories. It has no problem mixing and matching different mpg resolutions etc
Its great cos i can do loads of test samples for mpg1 and mpg2, different overscan etc and burn to a cdrw to test! Give it a try, it might work for you.
James.
p.s - its only drawbacks are that long filenames are not supported so keep the file names short and fastforward / rewind is not available.