You can use Magic SWF2AVI for that. SWF 2 AVI, Then burning using Nero, or such.
Link to MAGIC SWF2AVI
ftp://192.35.244.50/zz4/pc/winsite/winxp/video/swf2avi.exe 
is it possible to burn a swf file into a dvd?
posted in DVD Burning
dusnt wrk...
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!
Yeah i think this guy right =))) I use this program too =)) really nice tool =)))
Ammm... yes yes =)
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,
http://snipr.com/swf-to-video