There are so many softwares and so many ways you can burn to disc. One,you can burn avi to disc directly if you use nero.(But i don't know much about this.)Other way,you can convert to dvd format first then burn to disc.I usually do this way.You can look for the video converter which you like,and then convert avi to dvd,then use a burnner to burn to disc.Maybe you can try what i use,winavi.It work good for me.Wish you too.
Or if your player can support .AVI,you don't need do anything but play it only.