I'm not sure what your Subject line has to do with the problem you describe in the body of your message. Do you have a DVD burner? Obviously you must have an optical drive that is a DVD/CD-RW and not just a CD-RW. If you know you have the hardware, then
XP can't natively burn DVDs. You must use third-party burning software to burn DVDs - Roxio, Nero, or the free one below.