Well, first of all you need a CD burner if you want to burn them to a CD, or you need a DVD burner if you want them on a DVD. If you have such thing(s), then make sure you have a CD/DVD burning program that will burn them to a disc (Windows Media, MusicMatchJukebox, ect.).

After that, see how large all the clips are when put together. If they are less than 700MB all added up, than you will be able to burn the clips to a CD-R, and still play them in your DVD Player.

I would only suggest putting them on a DVD if you have GIGABYTES of video you want to play.

Hope that makes sense and helps!