The folder/image choice makes little difference in your case - I tend to opt for folder so I can test the project before burning it.
tsMuxeR is only able to ‘author’ a single video for simple playback from disc - if you want menus and multiple clips, you’ll need to use a more elaborate authoring app (e.g. Adobe Encore, which you presumably have access to with Premiere).
ImgBurn should work perfectly for the burning side of things - not sure where you think you’re getting malware from but if you download from one of the official mirrors (http://www.imgburn.com/index.php?act=download&) and make sure you deselect any ‘extras’ during installation, you should be all good.