1) you need some burning/writing software like Nero.
2) if you want to be able to watch it on a dvd player, it will have to be a VCD and you should select VCD particular options on the software like Nero.
3) If your computer has a DVD writer, the select the options on Nero to make a DVD.
The process of making a vcd or a dvd is more than just copying the file to disc, the software creates menus etc to be displayed on the TV screen.
Im not sure but windows XP must have something similiar to Nero pre installed.
I assume the file on you computer