i done this today.. but im afraid my way aint as simple as any of them.. ill hold your hand through it if you add me to msn... but basically...
converted avi movie to dvd format using "Cucusoft AVI to VCD DVD MPEG Converter Pro" (can give you - takes a couple hours)
converted the dvd format file (mpeg2) from that to vob files etc using "Cucusoft MPEG to DVD Author" (available free from their website - takes 10min)
burned using nero (another 10min)
put it in dvd player! and hey hey! i was watching stealth
sounds longer! but i can step ya through it! it is pretty simple! and i can give you all software if needed