Without a DVD burner you canīt burn DVDs. What you can do is to burn a VCD or SVCD (SVCDs have better quality), newer DVD players support these formats look in your manual.
The best burning software is Nero. With Nero you can easily burn VDCs and SVCDs This program isnīt free but if you ask me its the money worth. Here you can find a free (full working) demo:
http://www.nero.com/en/nero-prog.php
If you need help with Nero you can post again.
Morgwen