Try Flash to Video Encoder for swf-to-avi conversion. This prog has a trial version and is situated on www.geovid.com...
And then, if your DVD player has a quicktime support, you should burn it to dvd, but if doesn’t, find any prog for avi-to-vob conversion. It’s rather simple, I suppose!
as I know MPEG is the right format for dvd burning, so I suggest you convert swf to MPEG at first, and I recommend moyea swf to video converter, which is professional at this,