How do I copy a DVR-R program on to a blank DVR-R disk?

What is a DVR-R Program ? I suspect you mean something else. Do you mean a game on a DVD?

 

If your talking about using a "burning" app then google burn for mac

 

That doesn't make sense. DVDs are a well known standard and should be readable on any machine. What program is on the DVD? What happens when you insert the DVD into the Macbook? What OS are you running? Please give more info; there's nothing to go on from your post

 

Could you just right click on the program and press "Burn ___" to disc?