Newbie needs help with mpg copying

Hi all
I am a newbie and need some help
I have downloaded some films from the net and they are in mpg and avi formats
I have tried nero rom and clone dvd to copy the films onto my writer (DVD+4speed). nero says I have the wrong discs as it get to the burn stage and says I need DVD-R discs.
All other software says I need a VIDEO_TS or AUDIO_TS files and how do I convert from mpg to these files.

Please help me cos the kids are really bugging me asking when the film will be ready.

Cheers
Steve

Assuming these are copyright free films, have you tried the tutorials in our tutorials section yet?