How Do I? Divxfactory Files



Hi all my first post here so im sure someone will help me out?
i have downloaded a film in divxfactory file format there seems to be a few files, how do i convert? and burn them to a dvd to make the movie watchable on a home dvd player?
sorry if it all sounds daft but im a newbie at this, i have nero7 as a burner programme.