How do i burn a down loaded movie?

And you downloaded this movie in what format?
If you are planning on converting a DIVX encoded .avi file to a standard DVD format good luck with that... perhaps http://www.afterdawn.com could get you started in the direction you desire...

simplest thing to do is burn the downloaded FILE onto a DATA DVD, AFTER purchasing a stand alone DVD player that has the DIVX logo firmly emblazoned upon it. Then, simply pop the DVD in your stand alone DVD player and watch it wiggle, see it jiggle.