I use nero to burn DVD's cause it works well, and what many people recommend.
I have Nero 7- heres how I compile a video to burn it onto a DVD-R/RW
OK I have the Full Nero 7 Premium Version. Heres 2 Ways To Get To It. If You Have Premium(Full) Or If you just have separate programs from Nero.
-One- (Premium)/(Full Version Of Nero)
-Open the "Nero StartSmart" program from Program Files, or Desktop Icon.
-Near the top with the line of graphics, click on the "Photo/Video" graphic and click on "Make you own DVD-Video"
-This will open "Nero Vision 4" (On Mine It Says Nero Vision 4)
-Upon opening "Nero Vision 4" look to the right in the white box and click on "Add video files"
-Once it's finished adding the video to the list, you MAY add more than one video, IF you choose to.
-You may now create "Chapters" or "Edit" the video. (I recommend not doing either, as creating chapters is a time waster on most part, and editing it is nothing but adding Effects or Audio to the video.)
- Once on the next screen (After hitting next) You will come to a screen and it will show the video file (image) on a blue background with discs.
- You MAY Edit the background and headers and such IF you choose.
- If you dont want a menu and want it to just go straight to the movie upon playing it on a DVD player, look on the top right corner you will see "Menus To Use" click the drop down box and choose "Dont not create a menu" ( Recommended for DVDs)
- The menu will now be disabled.
- Upon clicking next, you will come to a screen with a Remote on it; this is where you can preview what you have compiled so far to be burned to a DVD.
- Ok. Now after you click next, you will come to a screen that shows the details of your video options.
- I strongly recommend going to the bottom of the screen and clicking "More" then "Video Options" and making sure the "Video Mode" is set to "NTSC", seeing as though most DVD players dont support PAL (Mine dont =\ )
- Click Burn

..... Enjoy! (Note: It will take a good few hours to burn based on the Video size and the amount being used on the disk. If you didn't create a menu (recommended) it shouldn't take no longer than Maybe 45 Mins tops - 1 Hour... To Encode/Transcode the video and burn to the Disk.)
If you don't have Premium, and all that
Just get the Nero Vision program and follow the steps above.

Happy Burning!