Windows Movie Maker Missing Save to DVD

I am running Windows XP Pro fully patched. I have been working on some video editing in Windows Movie Maker and noticed that under “Finish Movie” I am missing “Save to DVD”.
I have verified I have the latest Movie Maker which is 2.1 and looked at my buddy’s software and he not only has the same version of operating system fully patched but the same version of Movie Maker and he has “Save to DVD”. Yes I have a DVD burner in my system and burning software but I really need to be able to save my project to DVD from within Movie Maker. Any ideas?