Andr3w:
Does your DVD player support playing AVIs (ie Divx/Xvids) if so simply burn onto a blank DVDR using Nero 6/7 as a "Data" file, and that should let you play it in your DVD player.
However, if your player doesn't support playing Xvid/Divxs you firstly need to convert them into MPEG2->DVD Video files->burn to DVDR, the likes of WinAVI does these 3 sreps in one program.
VSO convertXtodvd is reportedly good as well, also try DVD Santa, or TMPGEnc 3/4 XPress in conjunction with TMPGEnc DVD Author 1.5/1.6/2.0, Nero Video Express etc.....