Welcome to the forums sofwaredude.
What you want to do is possible, but depends on the types of video files you have and the capabilities of your dvd player.
If your player has the ability to play avi files, for example, you can burn those straight to a disk as data and not lose any quality by converting to dvd-video. The most compatible files for dvd players that can play avi files use xvid or divx video codecs and normally have mp3 audio.
If your player cannot play avi files (or other types like mp4, flv or mkv), then you'll need to convert what you have to dvd-video. I suggest using AVStoDVD for this conversion. It is free to download and use: http://www.videohelp.com/tools/AVStoDVD
AVStoDVD can make use of a free burning program called ImgBurn. This program is highly recommended. You can find it here: www.imgburn.com
If you'd prefer a commercial conversion program, many people recommend ConvertXtoDVD. http://www.vso-software.fr/products/convert_x_to_dvd/