You will probably find that the film was compressed with DIVX/XVID or some other MP4 varient. If your DVD player can cope with the format then its simply a case of copying that on to a blank DVD.
If however, your player will only play ordinary DVD's eg MPEG2, then you would have to use a program to recompile it to the different format. This will cause a deteoriation in quality (even though MPEG2 uses a lot less compression then MP4) and this will also probably take ages to do on your pc as it is very intensive computationaly.
It's unlikely that the film was zipped, but if so, windows XP will uncompress it.