What video format are they??
For DVD video files (*.vob, *.ifo,*.bup), Vcd Image (*.cub) or Mpg
I use Nero Burning.
and for or a image file (*.img, *.iso, etc)
I use dvd decryptor (http://www.videohelp.com/tools?tool=DVD_Decrypter)
If you have .avi, mpg, mpeg files then you will need a program to convert them to DVD files (*.VOB, *.ifo, *.bup)
I have not bothered to convert my avi video files to dvd, coz My dvd player can play DIVX videos as well. But you can search the web for the video file converter.There are plenty.