just finished downloading what?
check the file structure..
i] ensure that the files are in two folders
audio_ts (audio_ts is usually empty)
ii] make sure none of the .vob files exceed windows filesize limit for burning 1,048,574kb
iii] all of the smaller .vob files should have a corresponding .bup and .ifo file with the same filename
Now - for burning:
best bet is to use nero and select "make dvd video" option - then just drag the folders to the DVD window...and then burn at a lower speed. If the disks can handle 8x and your player can handle 8x then select 4x or 6x writing speed.
go deo na hÉireann