It's not a straightforward process and there are loads of different bits of software that will do it, some easier to use than others (and a general rule of thumb, the paid for options are easier to use than the free ones also the free ones are often a 2 step process, needing one bit of software to convert the film to the correct format and then another bit to actually burn it)
have a read here..
http://www.howtodothi...nvert-avi-to-dvd.html
I personally use Nero when I have to do it, but that is paid for software.