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?