For MPG's the solution is simple. I use freeware tool Virtual Dub to convert my DV files into avi applying filters like deinterlace and a logo filter. It puts the url in a corner of the movie. There are many filters for this great prog available.
If you like to add a frame you can do it with TMPGEnc. You can merge movies together with the mpg tools of that prog.
To create frames from an image use: Videomaker from
http://www.c3sys.demon.co.uk . Nice little tool.
Probably not the most elegant way but everything is shareware and easy to use