Copying Avi To Dvd!!!!

Hi Guys, new to this and would appreciate some help.
I have downloaded a movie AVI file and it plays fine with Videolan, but I want to make a copy for my DVD player. Is this possible? I don't seem to be able to locate the file other than when I'm in Video Lan! The file is there as a Nero Showtime File but can't seem to find it anywhere else, and can't transfer it to My Doc's or anything?
Any help would be nice Thanks
FIREBLADE334

Note the file's name & use explorer to search for it. Then copy/drag it to where you want it. I presume you have priveliges for evry folder on your computer. I'm not a pc person & have as little to do with avi as possible. I'm sure somebody on the forum can help. If you can get it to your cd burner software, then you can burn it as a vcd/svd. If you have a dvd burner you can burn it to dvd but things can get complicated here. DVD's use mpeg2 format, so your burner software or another video tools app will need to convert it. Some of the newer dvd players might even play avi format, I'm not sure. But a vcd (if it fits) should be fine if your dvd player can play vcd's (rare for them not to!)