can't figure out how to burn movbbies i download off internet to dvd

i use graboild.com to dl all my movies but can't figare out how to burn them to a dvd so i can watch them on my dvd player.
any ideas i'm a newbiee at this stuuf so please help wasting a lot of dvds on this

 

Heres how I do mine, using Nero

http://forums.afterdawn.com/thread_jump.cfm/356114/2104525

 

I downloaded movies off the internet as well, some 3+ hours, was wondering how i get them onto a dvd-r, do i need a double layer disc or do i compress the movie or what? thanks!