How to burn season disks to DVDs..?

Hey there.
I have no idea what programs I need or anything.

I want to burn the Buffy the Vampire Slayer DVD’s.
I have the bought copies I borrowed from a friend.
Could someone PLEASE tell me step by step how to be able to burn them onto dvds so I can watch them on my TV.

*I tried a DVD decoder [i dont really know what it is, but someone suggested it] and all the files show up as ones that can’t open.. a box comes up saying “windows cannot open this file”..

I have windows XP if that matters..
Thanks ahead of time!