How to burn movies downloaded from ZML to DVD or CD?

Where do you usually watch movies? Do you watch on your PC/notebook or on Plasma/LCD TV? I've got a 26' LCD Dell monitor and a comfortable couch in front of it :)but most of my friends have Plasma TV (42' and more) so in this post I want to tell how to burn movies downloaded from ZML to DVD.
I usually use Nero or ULTRAiso as they are really simple and every newbie can burn a movie. An important note is that you need to burn a movie as a data file not as DVD-video.
Another important note - your DVD player needs to support DivX/Xvid playback (most of the players do)