When you say "movies on my hard drive", exactly what file type are they? If you aren't sure what the extensions mean, go here:
Get the latest version of GSpot, it'll tell you the file type, what codecs you might need to play a file, and other information.
There are freeware conversion programs that do AVI to DVD fairly well. Here are a couple:
http://www.softpedia.com. Search for VSO DivxToDVD.
For commercial DVDs, see the previous post. Good luck.