For CopyToDVD, all I did is install it. Once I'm done with DVD2One, I right-click the folder containing the VIDEO_TS and AUDIO_TS folders, and choose "CopyToDVD". Then I get a dialog asking if I want to burn it as data or as DVD-Video. One click, and there it goes!
Of course if all you ever use is DVD2One, then you can always just click the check-box in DVD2One that says "Burn files with CopyToDVD" and that way you don't even have to mess around in Windows!