I won't explain how to burn a dvd as it varies depending upon which software you're using to burn with. Others on the forum can help here.
The files you should be aiming to downld for video should be either mpeg/mpg or AVI. See
Movie download issues
mp4 is mpeg4. But if you see a file with this extension, it can be either video or audio. Most likely it will be audio, as the equivalent to m4a. mp4 audio = m4a
asx = from memory is a streaming format. It's best to ignore these. In fact, I filter them out using my Keyword filter by adding .asx
How to use the Keyword Filter
ram unless I'm mistaken is a RealPlayer format. Perhaps also best left alone. I just checked "Reference one or more remote RealAudio or RealMedia streams."
AVI = AVI stands for Audio Video Interleave. It is a special case
of the RIFF (Resource Interchange File Format). AVI is defined by
Microsoft. AVI is the most common format for video data on the
PC.
You need to tell us what program you are using to burn dvd's.
The way to stop porn showing up; see
Direct instructions to eliminate porn from results