Hi gloglo
You should be able to use xp's built in feature i.e. "drag-and-drop" the file onto the dvd drive (assuming your dvd drive is also a dvd burner).
You can do this through windows explorer or you can left-click "once" the file in question, then click the "copy this file" link which will the appear on the left hand side. Good luck.
I'm sure that is the most convenient way to copy onto disc, but
http://www.videohelp.com/ is always a good & comprehensive site to browse, if a little overwhelming for some to begin with.