well you just download codecs. K-Lite codec pack or something like that would help. Then, you can convert to avi or mpg. BUT if you have a dvd burning software like nero or sonic, and the program recognizes your file, all you'd have to do is burn it to dvd.
burning software will convert your file automatically to mpg2, standard dvd file type, so that it can burn properly. You should check the software settings first to be sure it is ok.