Hi Lacy, I would suggest using the Forum Search Function as this has been covered a multitude of times.
I'll give you some quick answers. IMO AVI Files are the best to download.
Always use Bitzi when downloading Video Files. Instructions below.
This is how it works. After you have completed your search, Right click on the file that you're interested in. Now go to Advanced > Lookup File With Bitzi. Left click on that and a new browser window will open which is Bitzi. Now you will see how other members have rated this file. If you see something like "Bitprint not found" then Leave it alone. Its probably a Fake or Corrupt File. If it has been Rated then you can read what or how the members feel about the file.
You will need Converting and Burning Software. Something like Nero. After downloading the AVI you will now have to convert the AVI to DVD Format. After Converting you can now Burn to Disc. Hope this Helps.