With most movies that have been released in the last several years, you will have trouble doing a direct disc-to-disc copy. You are probably going to be using standard DVD-R or DVD+R media for burning, unless you have a dual layer burner and media (which is still rather pricy!). If that is the case, you will have only about 4.7GB worth of storage. Most Hollywood videos use dual-layer discs and can have much more than 4.7GB of data on them. So, if you try to burn directly, you will run out of room on your blank media.
To the best of my knowledge, to backup a movie that uses dual-layer, you will need to take the intermediate step of ripping it to your hard drive, then compressing the data to fit onto a standard DVD-R or +R. A lot of people use DVD Decrypter for ripping and DVD Shrink for compressing. Search the forums for those programs for more details on how to do it.