How do you make a DVD using a video that needs a codec?

I’ve been trying to burn a movie that I downloaded. This file needed a codec I’ve downloaded one of those things to view it; I am able to view the movie . How on earth do I burn it to a DVD?

with dvd creator,just few steps to finish burning video to dvd,

Professional DVD Copy-Compress DVD-9 to DVD-5, Copy Region DVDs.
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DVD Burner-Burn various video formats to DVD Disc/ISO File/DVD Folder.

For windows, you could use this DVD Movie Maker to burn movies to DVD without codec installed. Supported formats:

Video: avi, asf, dat, flv, wmv, mov, mp4, vob, mpg, mpeg, 3gp
Photo: jpg, jpeg, bmp, gif, png, tif, tiff
Audio: mp3, wma, wav

More movie formats are supported, say RMVB and RM, if appropriate codec is installed. e.g, K-Lite Mega Codec Pack (free codec)

Download here

http://www.codecguide.com/download_k-lite_codec_pack_mega.htm