You'll save the finished movie in DV-AVI format, then use third party
software to either burn a VCD in a CD burner or a DVD in a DVD burner....
either method will need different software, MovieMaker2 doesn't include the
necessary components.
Roxio 6 will happily burn to either a VCD, SVCD or DVD (provided you have a
CD burner install for the first two or a DVD burner installed if you want to
burn a DVD).
For more assistance you might want to take a look at www.vcdhelp.com