i have never been able to make these types of programs work, but there are some that allow you to download music, videos, etc. from websites....
then comes the disc part.. i havent really sat down and messed around with trying to make a dvd out of the movies i dled since i watch them on the comp... but i think even just putting the .avi files on the disc will allow you be able to play them on your dvd player the same way it plays music cds...