Burning DVD - Video File

I am having a problem burning DVD with a video file. I have downloaded a Video File in .WMV format from a Church website - The Catheral Church of Saint Peter, Saint Petersburg, FL, website address is:http://spcathedral.org/, under Holy Week. I have downloaded to my computer without any problems. How much of a Video File be on a DVD? I have put Video files on a DVD, but not this type of format.

First one listed on this page. I am trying to burn it on a DVD, but have problems. I cannot figure what type of software I need to do this. I have tried the following: 1) Cyberlink DVD Suite 2) VLC Media Player 3) Windows DVD Maker and 4) Wondershare Video Converter. All of them I get failure messages.

Do you know of any product that I can use for this? I would like your recommendations.

Thanks,

DarElls

Now, are you archiving them, or do you wantt o play them on a stand alone dvd player to watch on a tv.