MDF is a format ready for burning/extracting with an app that
recognizes this format. Some apps that will burn this format:
DVDDecrypter [freeware]
Alcohol 120%
ISOBuster [freeware/shareware]
You'll find some excellent guides/tutorials on how to use MDF apps,
burning/extracting over at
www.videohelp.com.
Also, links to all the above apps.
If you are new to DVD burning, you should see above site on how to do
this, esp being aware that videos can be in a format incompatible with
say, your standalone DVD Player [eg, PAL when you need NTSC format] or
could be region restricted [Region 2, when you need North America
Region 1].
Your best bet, unless you are sure what you're doing, and know the
format of the contents will work for you, is to extract the files and
then take a look at them to see exactly what's in the MDF. Otherwise,
if unsure, you can always burn to an eraseable DVD to check.