It is possible to get programs to burn movies onto a cd rom, in vcd format however you would still need a cd burner, but these days DVD burners are dirt cheap, over here cost about £40 for a dual layer....
Ok, lets get it straight you can't burn a DVD without a DVD burner. You can burn a cd with a cd burner..now if you get a dvd burner you can burn both cd's and Dvd's. There are programs so that you can burn movies onto a Cd and watch it on your dvd player that is called VCD..If you want to burn dvd's your best bet is to go and buy a dvd burner...they are very cheap only about 30-40 dollors now a days.