We'll need a bit more information to help you. Which operating system are you using? If it is XP, there is no native mpeg2 decoder built in, so you have to use third party mpeg2 decoders or programs to watch dvd-video on your computer.
I suggest getting VLC to watch dvd-video on your computer. It is free to download and use. www.videolan.org
You say you tried a converter? What format are you coming from and going to? If you are converting avi to dvd, you should look at these three programs that are free to use: FAVC, DVDFlick or AVStoDVD.
Any of those will convert avi or mp4 over to a finished dvd ready to burn to a disk.
What error are you getting exactly when you burn? Which program are you using for burning? FAVC, and the others can use ImgBurn to go to dvds. ImgBurn is a free program also.
In your title you say you want to burn to a cd? Is there a specific reason to burn to cds rather than dvds? That is a different process, unless you are just burning avi or mp4 as data to a cd. Let me know if you actually want to burn video cds rather than dvd-video and I'll point out a guide for you.