Find a website that offers legal movie downloads for free or for a fee. CinemaNow (the largest legal movie download site), MVlib and iTunes are examples of services that offer legal movies online for a fee.
Follow the instructions on the movie site to download your movie of choice to your computer's hard drive. In most cases you'll select from a DivX (.avi or .mpeg) version of the movie by clicking a download button under the movie's description. Do not select the iPod (.mp4) version. The extensions .avi and .mpeg can be played on your computer and burned while .mp4 files are for playback on an iPod.
Download and install a DVD burning software such as Nero, Ashampoo or Roxio. These three programs and many others can be downloaded free to try (30-day trial) or purchased from download.com. (See Resources 1) Roxio also comes pre-installed on all computers with the Windows operating system.
Insert a blank DVD+R disc into your computer's CD/DVD burner drive.
Open your DVD burning program and click on the "File" button to browse your folders for the movie that you downloaded. Even if you're not using Nero to burn your DVD, you can still access your movie this way in all standard DVD burning programs.
Click the "Burn" button on your DVD burning program to begin burning your movie.
Wait until the progress window notifies you that your DVD has completely burned before touching the program to prevent interrupting the DVD burning process. Your disc will eject automatically once your movie has successfully burned.
Remove the disc from your computer's CD/DVD burner drive.
Turn on your DVD player and insert the disc. Follow the instructions included with your DVD player to watch your newly created DVD movie.