Attempting to burn TV Program Videos

I recently downloaded the website Hulu.com which offers freeware to view. I enjoyed some of the programs so much that I wished to burn them to DVD in order to save them for viewing at a later date. Personal use. I tried ALL types of programs to do such a procedure but was UNABLE to burn even one. I would appreciate any info from anyone familiar with freeware programs & how I might be able to perform the burning that I tried to do.