You must first convert the video file (avi is the best) into DVD format.

Nero is a program that will do the job. Here is a link to the trial version.

Here is guide on making a DVD with Nero 7

Good Luck!

P.S. There are many programs that are available to do this...some are free...to get really good quality DVDs takes time and practice...Nero is a good compromise between ease of use and quality.