There are some free programs that can do this conversion. Look at DVDFlick, FAVC or AVStoDVD. There are more listed over at videohelp.com, but these three will take your videos all the way to finished dvd ready to burn to a disk. You can even set them to burn automatically once the dvd-video is complete....they can utilize a free burning program called ImgBurn.
There are also some commercial products for this. ConvertXtoDVD is popular around here.
Some forms of .mp4 have drm applied. The programs I've mentioned only work with non-encrypted files.