Nero burner help (cant burn DVD’s help me please)

Hey.
I’m having a lot of trouble burning dvd’s.
I’m trying to burn videos I have created by windows movie maker. But apparently they need to be file formats vob. ifo. bup. ? ? I have never heard of them. I tried the nero express option…added the files and even managed to create a menu etc. then when if finishes ‘burning’ it says that i dont have the right dvd/cd or something.
Its a dvd cd i’m using.
please help me!