It depends on the file types you downloaded. Some files are downloaded as DVD images... those can just be burned onto a dvd. These file types usially have folders for sound and video.
If the movies are avi or xvid you will need a program. Try Xilisoft Video converter http://www.dvdvideosoftware.org/xilisoft-video-converter.html.
Those types of movies have to be encoded first and then burned onto a DVD which can take 2hrs total to do both. Xilisoft does all of that for u.
Xilisoft DVD Creator can burn the movie files to disc, get it : http://www.dvdvideosoftware.org/xilisoftdvdcreator6.html


