RW's are rewriteable. Meaning that if you erase them with your compatible burner softw, you can use them again. I've never heard of wmp burning dvd's but then, I'm a mac person ... lol
Why don't you go to your LW downld folder: Library window, select Saved Files, & press the Explore button. This will open the folder up for you. Then drag & drop (or copy) the movie files to where you want them for burning & where sonic record now can easily find them.
Why not go to their website & check out FAQ & online tutorials:
http://support.sonic.com/desktop/def...w&type=desktop