You have to burn them as DVD if you don't have a decent player. Use Nero Vision 4. just add the Videos you want to burn.
(note: It will use close to 100% cpu while convertin the videos so do this during idle time)
You can also just burn the videos as data. If you have a decent DVD player you can play those as well (depending on format) You can use Nero for that as well. If you have any preinstalled burnprogram called Sonic I would suggest that you get rid of it ASAP and get real burn software. It makes the disks into something called DLA and won't play in many DVDplayers. If you delete Sonic, Nero will take over