Welcome to the forums zedal3410.
I take it you want to know the differences between these two sizes of dvds? They refer to single and double layered dvds. A single layer DVD5 is 4.7gb nominally and can hold about 4.37gb of data (the difference in size is in the way the data space is measured). A double layer disk is called a DVD9 and is advertised to be 8.5gb, but will actually hold about 7.95gb of data.
There are slight differences in capacity of recordable disks, depending on whether they are +R or -R.
See here for details: http://en.wikipedia.org/wiki/Dvd
Most commercially made movies are DVD9, and are pressed, not burned.
By the way, I'm going to add a bit to your title to make it more descriptive.