You have several options for this
1. If the original file is an avi that uses the divx 5 (and in some cases the divx 4, divx 3, xvid, or 3ivx) codec(s), and if your standalone dvd player is divx-certified, you can burn the avi onto a data cd-r and the player will play it.
2. If you don’t have a divx-certified player, then you have to convert the video file to a vcd (video-cd) or svcd (super-video-cd). The difference between the two is vcd is mpeg-1 and svcd is mpeg-2. Most dvd authoring programs out there (nero, ulead dvd studio, dvdsanta, etc etc) and maybe some cd burning programs will allow you to do that. Then once you burn the (s)vcd to a cd-r your standalone dvd player will play it.