As scotchy19 said, Nero (the newer versions) will convert and burn your movies. It is very easy to use and costs maybe $70-100 USD. Personally, I have very high standards and was not satisfied with the results that Nero produced. However, many people are satisfied with the program, and I am not against you trying it (especially if you want something easy). I use Nero only for burning.

If you want to try an even better product (although it is a bit harder to use), I would recommend TMPGEnc Plus version 2.5 (costs around $60). This program, however, will not burn DVDs, so you will still need a burning program like Nero. It produces very high quality, and there are many guides available to assist in its use. It takes a bit of practice to get really good at using the program.

If you want the easiest way out, you can buy a DVD player that will play AVI movies with no conversion at all. I bought one for about $30. Look for the DivX logo. The downside to this method is that sometimes the movies appear quite small (slightly smaller than a widescreen movie). Some are so small that I wouldn't watch them (if it looks really small on your computer, it will look really small on your TV). If you convert and then burn, you can resize the movies a bit. (I'm not sure if you can do this with Nero).

Finally, I will recommend that you purchase high quality media to burn your movies to. Top picks include Verbatim and Sony disks. DVD+R may be more preferable to DVD-R, and not all players will play DVDRW. You will have to check the specs on your DVD player.

Good Luck

Dano

P.S. See if you can find instructions for your computer software on the internet. Without knowing what programs you have, I'm not sure what programs you may need.