you have to convert it to dvd format. I use VSO to do the conversion and then nero to burn to dvd, personally.
VSO is the maker of the prog DivxToDVD you can download from here http://www.filepedia.com/video_software/dvd-r_tools/vso_divxtodvd...you can also d/l Copy toDVD at same site, just check box in DiVXToDVD that says burn with CopyToDVD. Too easy.