Burning DVD, at first you must have a dvd burner drive on your computer, most dvd burner drives have a text "DVD RW" on drive panel, you need to check your dvd drive to validate it is right dvd burner drive, then you need to use a right dvd burning software, can't use windows media player to burn dvd.
If you just want to burn avi file to dvd as data dvd, you can try RZ Free DVD Burner, it's free and easy to use, and can directly burn any files or folders to any dvd discs as data dvd, the data dvd can be played on computer, but can't play on regular dvd player.
So if you want to play the burned dvd on regular dvd player, you need to use a better software to convert and burn your avi file to a video DVD that can be played well on dvd player, you can try RZ DVD Creator, it can directly convert any video files to video dvd and burn to any dvd disc(DVD-R, DVD+R, DVD-RW, DVD+RW, DVD-R DL, DVD+R DL, etc), such as convert and burn avi file to video DVD, and the burned video dvd can be played well on dvd player.
You can yahoo or google search and download RZ Free DVD Burner or RZ DVD Creator, both easy to use, hope them can help you.