I don't know of a program that will allow you to do it in Ubuntu. But just from past exprience, I think that it can be done with scripting. If you're not comfortable with that, pendrivelinux.com has a utility that will allow you to accomplish just that. It called XBOOT. Once you create the USB, you can then put it on a DVD.
XBOOT is yet another neat little Multiboot ISO USB Creator. It is a
Windows based application that can be used to create a Live Multiboot
USB or even a Multiboot ISO file that can then be burnt to a CD/DVD.
XBOOT supports many Linux Distributions and Utilities, and allows you
to use your choice of a Grub or Syslinux bootloader. Also included is
a built in QEMU emulator (enabling you to boot an ISO from within
Click to download