First Question. What are you trying to achieve, Do you want a DVD that plays on your computer only, Or a DVD that you can play via a Television (DVD Player)
The files you have saved may need to be converted and reburnt if you wish to play them on a television.
I use ConvertxtoDVD however you have to buy this program. So I would suggest, as you are just starting in this field you download DVDFlick which is FREE.
http://www.dvdflick.net/
Just open DVDFlick add your movie files. Put in a blank DVD and it will convert the files to a format suitable for playing on the TV or computer.
Just remember that large files take quite sometime to convert so for example a 700 mb movie file might take 90 minutes to complete and during that time you may not be able to use the computer for other work (takes up most of the CPU time).
Don`t worry we will soon have you up to speed on this
Feel free to ask questions as required.