I agree with Train that at the burning stage, the software or the disk image must be on the pc. Your idea would work fine if the dvd compilation was made on the Internet and then downloaded to the pc for compiling the disk image or directly burning.

Even though current burners have decent sized buffers, they still need a steady stream of data that must not be interrupted. The Internet is fairly reliable if you have cable but you can expect some burn failures due to interruptions (like a Windows or Norton update coming through at that time). Even when I burn dvds on my pc, I disconnect from the Internet because NAV live updates have caused burn failures.

Starman*