HELP PLEASE!! Burning

I am new to burning disks and I'm having alot of problems. I need some help. I have downloaded episodes of my favorite television show and I'm trying to burn them to a disk. I usually use Sonic MyDVD, but since that didn't work I bought Roxio DVD Copy 2. Neither worked. On Sonic I recieve a message that says that i need to install the correct decoders because none support my file. Roxio I recieved an error message and then my DVD writer in my modem would freeze and i would have to restart my computer. All of the files that I am trying to burn is .AVI. I really want to have the episodes on DVD someone please help.

I didn't think Sonic had codecs to convert but I could be wrong, if anyone knows of some let us know...
I use Dvdsanta and its very user freindly, maybe you could get the demo version of it and use it until you get your Roxio sorted out...
http://www.dvdsanta.com

have you tryed convertxtodvd its a bit slow but works
if any1 knows of a faster 1 let us know

I use Nero and dont usually have any problems.