Copying avi and mpg and mpeg to dvd

Hi I need help iv got nero 6 and a lg ± dvd burner the thing is iv downloaded some films off the net but i cant burn them on to dvd, it keeps telling me my files are not compatible, is there any way i can burn them.

Get WinAVI Video Converter, and convert them to DVD/VOB then open Nero and burn them to a Data DVD.