Normally I would say you have to have a dvd burner and the software to convert your files to dvd format, but I have read that some people burn movies and such by doing a Data burn and they use a CD for this...The program used for this is Nero, but as Im not familiar with it I cant be 100% sure...
Hopefully someone who knows Nero will give you some advice about this...

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Thanks for responding. I'm a bit intimidated by some of the responses to other "newbie" questions...if you don't know the basics, hard to research your answers.

I see Nero on my computer programs - don't know how to get into it.

Any other information would be appreciated!

I would guess that you have Nero Startsmart (You don't specify what version of Nero you have)

Start>All Programs>(Nero version?)>Nero StartSmart should do it

BTW if you had nero preinstalled when you bought the computer it is not the full featured program but you should have no problem burning data disks

Thank you Sleepless...

I can find Nero when I go to add/remove programs but when I follow your suggestions to open the All Programs - Nero is not listed.

So-perhaps I should download Nero again? I'm afraid my computer is getting slower and slower and sllllloooooooowwwwwweeeeerrrrrr-

I am living in Italy presently and don't speak the language very well...so it is making it much more difficult to get any kind of assistance on my computer issues. Thus the reason I am asking what might seem like such basic questions! My apologies!

It might be in your All Programs > Accessories..
With your computer acting very slow, be careful you haven't downloaded a virus or something nasty...
Check this thread for some information on this....
http://www.gnutellaforums.com/showthread.php?t=41432

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If you dont live for something...
You die for nothing...

I download a music video i.e. The Sex Pistols it go's into the shared folder,i right click it from the shared folder and move it to "My documents" [if you do this with a film it could take a few minutes] then i use nero 7 and make a dvd by adding the file/clip from my documents and burn it to a blank dvd using nero 7.When it's finished i delete it from my documents [to save space] and i know i shouldn't but i delete it from the shared folder on limewire.It's an easy way to do it.

Terryt...I tried your suggestions but I can't get anything to be able to move when I right click...doesn't seem anyway to get it to Documents.

Any hints?