Hi, if you want to convert movies you have downloaded to a DVD to play on any DVD player ensure you download Movies in AVI format. Then use a program like Convert X To DVD,
VSO Download DVD Burning Software, convert AVI to DVD, video converter, DVD copy to DVD slideshow photo (it does cost to buy but you can download a demo., although there are probably free programes to do the job) I have used this prog for years and it is brilliant at doing AVI - DVD. You can even create a menu. Its other point is its better than Nero as it fixes most Lipsynch problems sometimes encountered in AVI files downloaded, whereas Nero can and often does make it worse.
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Hope this helps