You should have got a copy of nero with your burner assuming you bought it separately though even if you bought a package computer you should have got software with it :S Other great DVD burning software is CloneDVD2, DVDShrink and Alcohol 120% And yes Red Alert is right no linking to Warez or discussion about it.
if you want to watch it on your dvd player you have to convert the file with a program so your dvd player can read it i suggest using dvdsanta dont use 4.0 or above because its a bugged version then once converted burn the converted file/s with discjuggler or what ever you have.
Well all suggestions are all good but you have to check what types it plays DVD formats come in - or + so you have to check your manual for that