What format is the video in? If it's avi or mpeg/mpg, then either Nero (v. 6 or 7) or Roxio Easy CD/DVD Creator will burn it easily. For Roxio, just drag & drop the video file into the program window after you've selected video format -> DVD output.
For Nero, you need to direct it to where the video is. If you're not sure where your file is then the default LW downld location is C:\Documents and Settings\"your account name"\Shared

Or you can move it from there. Go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) Then drag & drop or cut & paste it to somewhere where Nero can find it easily. Either Nero/Roxio will do any necessary conversions after you select it to burn. Though I think from memory Nero may actually convert it before you press burn.

Remember to choose video format -> DVD output -> dvd rom - UDF format. UDF is what's required for set top dvd players. Also for a start, if you have a dvd-rw burner & disk & your player can play dvd-rw then try it out 1st to make sure everything's fine. Do some homework to find out what your player likes best. Not all dvd players can play all brands of dvd-r believe it or not. Also not all players can play both dvd+ or - formats. It helps to find these things out 1st. DVD+ & - can be roughly compared to the difference between Beta video & VHS. They are different formats. Likewise +/- are different, yet similar.

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Imagination is more important than knowledge. -- Albert Einstein
Only two things are infinite, the universe and human stupidity, and I'm not sure about the former. -- Albert Einstein
640 K [of computer memory] ought be enough for anybody. -- Bill Gates (1981)
The secret to creativity is knowing how to hide your sources. -- Albert Einstein
When facts don't fit the theory, change the facts. -- Albert Einstein
Religion keeps the poor from murdering the rich. -- Napoleon Bonaparte
The important thing is not to stop questioning. -- Albert Einstein
I know not with what weapons World War III will be fought, but World War IV will be fought with sticks and stones. -- Albert Einstein
"A composer is a guy who goes around forcing his will on unsuspecting air molecules, often with the assistance of unsuspecting musicians." -- Frank Zappa
"Tobacco is my favorite vegetable." / "May your sh*t come to life and kiss you on the face." / "Scientology, how about that? You hold on to the tin cans and then this guy asks you a bunch of questions, and if you pay enough money you get to join the master race. How's that for a religion?" / "Communism doesn't work because people like to own stuff." / "There are three things that smell of fish. One of them is fish. The other two are growing on you!" / "Jazz is not dead, it just smells funny." / "The creation and destruction of harmonic and 'statistical' tensions is essential to the maintenance of compositional drama. Any composition (or improvisation) which remains consonant and 'regular' throughout is, for me, equivalent to watching a movie with only 'good guys' in it, or eating cottage cheese." / "Remember there's a big difference between kneeling down and bending over." / "The most important thing to do in your life, is to not interfere with somebody else's life." / "Rock journalism is people who can't write, interviewing people who can't talk, in order to provide articles for people who can't read." -- Frank Zappa
"The music business is a cruel and shallow trench, a long plastic hallway where thieves and pimps run free and good men die like dogs. There's also a negative side." - Hunter S. Thompson
The shy can light the dull dark room with life when their eyes mirror their inner sunrise - LOTR