The VLC logo that you see with those files appears only because the VLC player has become your default player for those file types. The real types of video and/or movie files are most likely "avi" or "mpeg".
The "missing burn rights" stuff might occur due to the picky Windows media player.
I'd reckon to convert the files with an external converter and then try nto burn it again with the CD Burn function of the WMP.
A good program to convert those files ( I actually assume them to be .avi types) would be the Super Converter, a free program downloadable from here:
http://www.erightsoft.net/S5E01.html
Convert the file(s) to VCD Compliant, that should do it.....
