Can anyone tell me how to convert MPG1 to AVI?

I use my JVC GR-DVL 510 Dual Cam and capture in MPG format with an ATI 8500DV card.
(I would rather capture in MPG format because of the smaller size files, etc.)

After using Ulead 6 to edit with titles etc. I would like to export some of the finished product files back to the cam so I can copy to VHS.

The problem is: My camera will only except the export of AVI format and not MPG.

Thanks for your help.

Dave