I cant burn THE OC season one

i downloaded " THE O.C. ( tv show ) but i cant burn the file to a CD. i want to burn it and watch it on CD like any other movie i downloaded, but it doesnt seem to work, on NERO it says , UNSUPPORTED FORMAT

Sometimes when I burn movies that are not mpeg but are avi or movie clips, my dvd player says almost the same thing. convert them to mpeg if they are anything else than that.

it is a mpeg,. !! fuk. like it doesnt work on my windows media player, till i dled divX. !! ahhh help anyone,. thx xbox for helping me though, reply back =]