I think that you are a little vague as to what you are asking for. If you mean that you want to burn the movies onto cd in VCD format (playable by a good number of dvd players), then i would suggest using something like nero which can burn movies (mpegs specifically) as a video cd. For movies that aren't compatible, you would need to reencode them somehow (tmpenc
http://www.tmpgenc.net/e_main2.html ).
Vcdhelp can help you if this is what you are looking to do
http://www.dvdrhelp.com/
The other option is to just burn the movies as data onto a cd, and then play them back from the cd on your computer.