If you have a DVD burner, you should have received software to master DVDs.
Not if the drive was purchased OEM
Psychoe
In addition to an encoder like CCE or TMPGEnc, have a look at something like DVDLab for authoring. Theoretically Nero Vision Express can do the job all in one application -- but it's buggy and unstable
Even if you've just got a CD burner, you can encode them to DVD and burn them as MiniDVDs (i.e., DVD format burned on a CD -- the cost is you can only fit ~21 minutes or so per disc but hey, whatever works for you!)