Nest both sequences into a new timeline.
When you say "scenes" do you mean you have two video files or two sequences that you want to join? If you're talking about video, just create one sequence that matches the video format and and put the clips in back to back. Then, export as a new video file, again using an export setting that matches the original; Premiere/Media Encoder won't recompress the frames if you use the same codec (ie. DV source files > DV sequence > DV export).
If you're talking about sequences, just make a new sequence that again matches the originals. Drag the original sequences from the Project panel into the new sequence; the sequences will be "nested" and will act as if they are single video clips. You can then export one video file from the final sequence.
Also, Encore will allow you to put two AVI files in one timeline; when you begin building the DVD, the two AVIs will be encoded as one MPEG-2 stream.
Yes it is two sequences that I need to make one sequence from, following Colin's advice.