I personally use DVDSANTA....
http://www.dvdsanta.com get it here....
1.Open the video files to dvd
2.Open add media
3.Now you should have a window to your shared folder, if not browse for it
4.Ok now select your file and open
5.Then select create dvd
Thats all there is to it just remember to select either PAL or NTSC depending what your dvd player accepts...
This process is converting the file for you and after that you will then have the option to burn to disk, just remember when you are burning your disk, its best to do it at a slower speed for better results....
Also if you have files eg. part1, part2, and even part3 open them one after the other (step 4)....dvdsanta will automatically join all files together in the converting process.....
Good luck and enjoy your dvd....