Try using the guide I posted (there are screenshots). They won't look the same as in your Nero because it's probably Nero6 you have. You should still have Nero startsmart and from that you should be able to go to the DVD authoring program.

If the burns you made were finished fast (like 10-20 minutes) then Nero did not make it into DVD format, but only burned them as data.

Making a DVD would normally take about 2 hours.

If Nero came with the computer, then it's not sure that you have these options at all.

Also if the sourcefile (the files you downloaded) are .avi then it may not be possible to burn them to DVD using Nero6