Most movies you downld have been reduced in size so you can burn them onto cd. That's why they are 500 to 700 MB in size. You really need to get a hold of a decent burner program like either Nero http://www.nero.com/us/index.html or Roxio Easy CD & DVD Creator: http://www.roxio.com/en/products/pc_products.jhtml

These programs will themselves convert the files to necesary format before burning to CD. You know where to get them.