The files must be converted to MPEG format. Go to videohelp.com and search for a program calle SUPER. It should do it for you. On that site, look for the DVD specs; bitrates, FPS, resolution, etc... Be sure you set everything accordingly or it won't work. You also might want to find a bitrate calculator to be sure you don't set things too high and it not fit on the DVD...
As for burning it... There are tons of programs to do it. I don't know of any free ones right off, but there might be something on video help...