i am clueless
 

This is all very new to me. Think I have mastered the cd burning thing. I thought since I had a dvd r/rw on my computer, I would also be able to burn movies. I down loaded one, That took...9 hours, and it was, I don't know, but not the movie. I have seen a few clips, but do people really download movie trailers?? I have xp. am I not really able to do this on this system, or what are the requirements for the "type".

It doesn't matter wether you got a DVD burner on your PC because, in a general fashion, a dlded movie can be put in a CD (you'll have to watch it on your PC though).
An average .avi format movie is more or less 700Megs, so it can take quite some time to get it (I figure more than the 9 hours that you waited for the one you got).
If now you want to create a DVD with the dlded file you should get a DVD creating software.