I don't know what to do. I've tried almost everything, but in the end, it all seems to fail

I have a movie file of "Final Fantasy 7: Advent Children" in mpg format. I also have one in avi format but action9000 (He's been helping me with this

:) told me to convert since that might work with nero since .avi doesn't. I did, after about 10 hours of converting, the new movie file still couldn't be accepted by nero.
I have some program called "Roxio: Easy cd/dvd burning...or whatever it's called

" and a pack of blank dvds. The only reason I even have that Roxio program is because before when I started this, I didn't think Nero could burn dvds so I went out and bought a program that does, heh
Roxio didn't accept the .avi format either. So after coverting, Nero still didn't accept it but Roxio did. However for some odd reason whenever I put it in Roxio to be ready to burned, it almost doubles the size of the video which makes it too big to fit on the dvd X.X
I even tried this other feature with Roxio that's supposed to be like "classic" or "simple" burning. It kept the file size the way it was but I couldn't find the dang burn button! Whenever I clicked "Burn compilation" it would just bring me to a screen that would have me set the speed and everything, and when I clicked ok, it didn't do anything!
So now I'm stuck as I have no idea what to try next. Nero won't except neither .avi nor .mpg, Roxio accepts .mpg but one feature makes it too big, and the other one doesn't even have a burn button or anything X.X
However I could be doing this all wrong as I really don't have a clue about any of this,
