Project your 35mm film onto a smooth, white surface. If you don't have access to a projector screen you can use a large, white wall.
Use a digital video camera to record your projected 35mm film. Make sure your camera is framed correctly and capturing every last inch of the projected image. Place your camera on a tripod, table or some other flat non-moving surface to insure that the camera doesn't shake around while recording.
Transfer your recorded footage to your computer. Use the software that came with your digital video camera to "capture" the footage from the tape into computer video files.
Use DVD burning software to burn the captured video files onto DVD. This is the same process you would follow to burn any video file to disc. Once the burning process is complete, your DVD will be playable on any commercially available DVD player that supports DVD-R media.