I can't believe the words are coming out of me mouth, but...
There are plenty of programs out there that will allow you to convert and burn just about any file to DVD format, and then burn it onto a blank disc. I use this a lot because I'm a major anime geek, and the program I usually use is
ConvertXtoDVD (wow, creative name, right?). It's available from the website for free as a trial version, which has all the features of the full version for a full month, and you can buy it from the website as well. That is, of course, if you want it legally.
In the future, GOOGLE IT