Everyone has their preferred programs to use for burning. The best thing to do is search (top right, between faq & home). Look for 'burning to DVD' or something similar. That way, you'll get lots of different opinions

If you already have a program & just need to find your downloaded movies, tools > options > saving will show you the location of the floder. In your library, click on Saved Files & then Explore... this will open your saved folder for you!

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