There’s an interesting site about working with Matroska (.mkv) files on Macs:
http://mkv4mac.free.fr/?p=log
http://mkv4mac.free.fr/?lang=en&p=faq
http://mkv4mac.free.fr/?lang=en&p=enc
The main suggested solution is to use Perian then export using QuickTime (Pro?). I don’t have a Mac so I can’t test it, but I do wonder if Perian would allow mkv files to be available to other Mac applications (like a filter would under Windows). That would spare you from having to convert to an intermediate format just so whatever program you use to burn DVD’s can read it.
There’s also ffmpeg (and the OS X port, ffmpegX), but it’s command-line and can be rough to use if you’re not experienced. You could use that for conversion to a format readable by your DVD burning software.