The section called Tips & Tricks has often had this type of question.

If you have Roxio easy cd & dvd Creator or Nero's latest version then it's easy!

Are you burning cd's or dvd's? Select Video format on the app. You can just drag & drop or select the movie to your burner app. Then press burn. Any conversion needed will be done by your app. Oh but I forgot, you need to select whether to burn a vcd, svcd or dvd. Keep in mind 2 things, most movies you downld will have been reduced to cd size. Some of these might be svcd or vcd dimensions. Some set-top dvd players don't play svcd format.
Trial your effort onto a cd-rw 1st. Then try it out on both your computer & dvd player.

If it's dvd you're burning to then it's basically the same. You might even be able to fit more on which means you can have them as separate tracks. For more info about this topic see: http://www.videohelp.com/

Similar principle to audio cd's: http://www.gnutellaforums.com/showth...threadid=25972