How to Burn DVDs?

I have downloaded movies from ARES but I can only hear the audio portion on windows media player or my laptops media system. I have a HP Pavilion Dv6208 which is suppose to be a Entertainment Notebook PC. I tried to burn the movie from ARES to a DVD but I have the same problem with only hearing the audio and not seeing the video. What am I doing wrong. I have NEVER done this before so I need all the help I can get.