I`m a bit of a learner myself, so I only download kvcd files, these transfer easily onto a recordable cd. (not dvd) and play on most dvd players. I have had no problems up to now, all good sound and picture quality. I download from mininova and use utorrent. Just type kvcd then name of the film into search box.many of the films include burning instructions in the download.
You will need some DVD burning software, and I would highly recommend Nero. Obviously your PC will also need to have a DVD rewritable drive.Nero is really easy to use and will convert most movies for you to the correct format for burning to disc.
If you do decide to use Nero, make sure you have a full version, something like Nero Reloaded, or Nero 7.
as TEAK36 says, Nero is perfet for the job, but tends to be a bit slow if you're burning a 700MB file in DVD format. It's quicker to convert the file using some other software (such as winAVI), then burning the VOB files using Nero