Which settings shoul I use to make

a) an AVI file (in Premiere, shot in 16:9)
b) an mpeg2-file (in tmpgenc)

to make a 16:9 DVD that would be letterboxed by the DVD player (when played on a 4:3 set) ?

DVD players will auto letterbox your video if it is properly marked
as being 16:9. You should therefor enable the 16:9 flag in
tmpgenc. There are some tools to get from Premiere to TMPGENC,
check www.videotools.net