You can use CDr to burn 3 formats of video discs: VCD, SVCD and miniDVD.
VCD is based on Mpeg1 video files.
Both SVCD and miniDVD are based on Mpeg2 compliant files - the same file format as a normal DVD.
The dif miniDVD/DVD is just the support - so a miniDVD is a DVD burnt to a CD, it can hold less than 20 minutes of video (lets say around 15-18).
If you use a computer to play the discs you will have no problem - just get a player that supports it, as winDVD.
Home player it is much more difficult
Support for VCD is common, a lot of player support SVCD and a few can play a miniDVD.
I bought a chinese made player, rebranded as "Denver" here that can do it. This was before DVD burners became the norm.
You can find a lot of packages to author these discs (the first I did use to produce miniDVD was Ulead VideoStudio, and by the time it had a DVD plug-in to burn yhe discs). Have a look at www.viedohelp.com and make a search on the formats. I'm pretty sure you'll find a lot of indications.
Apart from this, you have DivX and Mpeg4, that allow you to burn movies to CD using these compressed formats, that nowadays are said to offer a quality almost close to DVD. Look for them at videohelp too.