Several questions in one here!
First of all it depends on the extension of the downloaded file in question.
If it is an AVI file, it is probably compressed and you'll need to have the
correct codec installed on your PC to even play it.
If it's a MOV file, you will need to convert it to AVI (or similar) first,
MOV files only play in Quicktime.
If it's a Real Player file, again, you'll need to find a converter.
Once you've managed to convert it to AVI, you will then need to use third
party software to create a DVD..... there are many available..... TMPGEnc,
TMPGEncXpress, Roxio Easy Media Creator v7, Roxio EZ CD/DVD Creator v6,
versions of Nero, Sonic MyDVD etc etc.
WindowsXP has no built in DVD recording software.
