Where do I start?

[PleaseHelp]

Ok, this is the first time I've really thought about this but here we go. I have a DVD player hooked up at home to my stereo system. I have notice on the IRC sites that I can download *.AVI, MPG, MPEG, and VCD formated files. Dumb question but how, where do I start,is it possible to burn/convert one of these files to DVD formate so it works on my DVD (Stereo) player at home? I only have a DVD playe and not a DVD/VCD player. Is it possible? Where do I start? Thank you very much. Pat

[PleaseHelp]

Ok, got my head out my ass and found a posting with everything I need to know. Thank you.........