Unfortunately you cannot just convert the files to a DVD-compatible format and have it work like any old DVD. You must use a program such as the one suggested by cholla to make a DVD Video disc. Converting the files to MPEG2 format would be one of the steps, but then a program must build an appropriate disc structure--as Mr. Belvedere stated--that is tedious to do by hand.
Or, if you are just backing the files up as they are, you can just create a data disc as suggested, but I don't think that's what you meant.
How were you trying to burn the files to disc before?