You need to convert them to dvd video format. There are lots of different programs that can do this. ConvertXtoDVD is a popular commercial program for this process.
Two free ones I can recommend are DVDFlick and FAVC.
This is the homepage for FAVC: http://favcfavc.googlepages.com/
Make sure you have Net2.0 and AviSynth installed first (there are links to both at the FAVC homepage)
Here is DVDFlick: http://www.dvdflick.net/
Both of these will give you a finished dvd with menu if you want one. Burn to disk with your preferred burning program. I recommend ImgBurn, which is also free.