Convert PES to nice file

Hi!

Hope this is the correct mailing list.
I grab the PES stream from DVB-T and save it into files. It would be
great if these files could be converted into nice video files with all
the overhead MPEG files usually have. The common players should be
abled to play the videos.

I do not want to decode and encode the stream because of my slow computer.

Maybe you can help me.
Thomas