avi to DVD

My friends have missed a few episodes of Lost and they want to catch up on it before the season ends later on this month. I downloaded and burned the episodes they've missed onto a CD-R so they could watch it on their computer, but it's too old, and won't play the video, just the audio. Instead of lugging my computer over to their place, how can I just burn the 3 eps to a DVD-R that will play in their DVD player?

I know there are a number of programs you can get online that will do this, but which do you guys prefer to be the best?

on Nero you can make a video cd for your dvd player