Burning with a dvd burner

I have just purchased a dvd burner, i’m wondering how do i but movies?
I have downloaded some that i can watch on the pc as when are mpegs or avi. but i have a few that cloned cd’s. who do i burn those.

Sorry if this is a silly question i’ve never used a dvd burner before. I’d like to be able to use these cd’s in my dvd player..

Thanks, cranky