jp_2031, Do you know what version of Nero you have, was it supplied with you PC or did you purchase it? If it came with your PC, then I suspect you do not have a version that allows you to burn movies files to DVD.Also, if you have am OEM version, it most likely is not the full package.The version I got with my PC had a DVD option, but would only allow me to burn Data DVD's.Maybe the version you have only allows your movies to be burned to VCD or SVCD, which can only be burned to a CD Disc.
The back of the white sleeve that the Nero disc came with should let you know what version you have.The sleeve normally has pictures of all the programs icons on the back, but some of them may have a asterix next to them, which usually means that you do not have the full program.
If you discover you dont have the full version, follow the link below to download a full version (be warned, this is illegal), but you will need a Torrent program such as BitLord to do so.
http://www.mininova.org/search/?search=nero