Try DVD Creator
http://www.appgeeker.com/convert/burn-wmv-to-dvd.html
Obviously it converts any video files to a regular DVD format and burns it.
It's been ages since I've used it, but it is worth giving a shot.
Something like AppGeeker DVD Creator allows you to put multiple movies on a disc for home DVD player, while giving you a selection screen.
How to Burn AVI to DVD on Mac and PC Flawlessly
