A couple of things: First, burning the Netflix videos is essentially pirating, so no help with that. I will say it can be done but you’ll have to look elsewhere for how to do it. For other legally downloaded video you will need to convert them to the proper format to play on a DVD player. There are myriad conversion programs around, do some googling and/or perhaps someone else here will post their favorite program. Here is a link to five popular ones, you can read about them, download them and try them out to see which one suits your needs.
You will not be burning them to CD but rather DVD, which requires a burning program and a DVD burner in your computer. You can find information about several burning programs and DVD burners in these forums, do some searching.
Have fun and good luck.