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First, Nero is an OK burning application. Everything else it does half-assed. The camera likely shipped with software for editing and burning to CD/DVD. It likely isn’t the best either, but it would be a good place to learn what you are doing and should create usable output.
Aside from that there are several steps that take place. First you have to transfer the video to the PC. The video then needs to be converted (from whatever to mpeg2 to meet DVD spec). Then it gets compiled into a format readable by the DVD player - also known as authoring. Last, it needs to be burned to DVD.