Burning problems

Looking at all the supposed “newbies” this question is going to seem dumb however I could use the help!
I just got Nero and for some reason I can burn cd’s, and mp3s just fine, but when I burn downloaded movies, when I try to open the movie to play it a bunch of folders are burned on the cd instead of one main file with the name added onto the cd to be burned. When I click around in the folders I finally find a file in a seemingly random name and when it plays I get audio, and video but the video is patchy and messes up making part of the image stick and the rest goes on with the movie. I have tried burning it at different speeds including the slowest. Could this be a problem with my computer ? or do I just have a setting wrong?
If you can help, thank you!