Regular dvds, like commercial movies, are called dvd-video. It consists of .vob, .ifo and .bup files contained inside a Video_TS folder. The .vob files are just container files for the video and audio....mixed together in mpeg2 format. The .ifo files are for navigation...moving forward and back through the video and the .bup files are backups to the .ifo files.
Confused yet? Hope not. All you really have to know is that this format is not produced by Windows Movie Maker. WMM can export in two different formats, one is .wmv files and the other is dv-avi. You can take the output from Movie Maker and convert them to dvd-video with many different programs. If you have Windows Vista operating system, you can even use the Microsoft program Windows DVD Maker.
But I'm assuming you have Windows XP. You can use a commercial program like ConvertXtoDVD to create your dvd movies, or Nero Vision.
You can use a free program like DVDFlick or AVStoDVD or FAVC to convert your videos and create a finished dvd ready to burn to a disk.
All three of those are free to download and use without restrictions.
If you have more questions, or run into problems, we will certainly try to help.