Duff-Man says...there are a few disc burning apps that will convert many file types (like mkv, avi, mpg etc) on the fly and burn into DVD format. For free, have a look at
DVD Styler - it's cross platform open source,
Liquid CDor for really bare-bones no-options etc there is
MiDVD. If you're willing to spend some money, there's
MiDVD Pro for $20 which has a few options for menus etc but is still a little on the bare-bones side,
iFunia DVD Creator for around $40 which has a few more options for menus etc, and of course the top of the line
Roxio Toast 11 which is expensive but pretty much does any of your disc burning needs....there are other too but that should get you started....oh yeah!