If you are talking about Video Files as in movies then AVI Files, I think are the safest.
Here are a few Links that will help.
How to use Bitzi Web Lookup .. & How to use Magnet Links & Direct Connect/Browse/Chat.
Also take a look at these other links.
Fake files showing up in search results How to find music (tips for movies also).
To Burn, you will need to convert the AVI to a DVD File inwhich you will need software that will convert and also Burn. Not familure with Sonic. Sorry. Hope this helps.