Get a program called tmpgenc open up its wizard select the dvd profile choose your avi as the video source press go.
wait......
wait.......
wait some more upto 6 or seven hours possibly.
get your newly created mpeg and burn to disc using some dvd authoring software the same people that make tmpgenc make a good one called tmpgenc dvd author which will let you put menus etc on the disc.
though in truth its rarely this simple so try www.dvdrhelp.com for more software, guides,and forums if you can't find what you want there then your not looking.