I don't mind the occasional edit. ;]
DVD+R (instead of DVD-R) is most likely compatible with your players and
computers. DVD+RW disks may be reusable, but some older DVD players and
computer drives may have problems with them.
Episode numbers are expressed in a few different ways. Try s02e03, 2x03,
02x03, and 203 all at the same time, and watch for episode titles so you can
search for that text too.
Most of your downloads are AVI, OGM or MKV files, at about 350 megabytes
each. That generally means you can only play them back on a computer.
Some newer players can play AVI files, but only if they are in the DivX
encoding. It will be most reliable to convert the files to the normal DVD format
before burning them to a blank disk.
You can get detailed instructions at
www.videohelp.com on how to
do that, as well as where you can get the necessary conversion software.