I am not familiar with xilisoft.
Actually we were interested in the download file you have...not after you run it through
It should have an extension as mentioned in above posts.
If you have a DVD RW disc, you can try it without losing anything since it is rewritable.
I doubt seriously that it would be dvd type file, let alone being authored for dvd.
A program that is held in high regard that likely would convert and author it ready for burn is AVStoDVD.
Will the file play on your computer ok and seems to be in good order?
This is about as far as I can help you, remember
that we can only help as far as the information that you give.
Here is the guide for using AVStoDVD.