DVD-Software.info

[Yadda Yadda]

I'm a bit of a newbie, so forgive me if this seems like a dumb
question.
I have a DVD-Rom drive and a DVD burner. Although I don't have much
in the way of software, my plan is to get my hands on DVDShrink and
DVDDecryptor. For burning software my new comp came equipped with Nero
OEM.
I have several downloaded files which I presume are in .wmv format.
They came from a site called bmwfilms.com, were downloaded and
unzipped, and saved to a CD-Rom. They are actually great little clips,
but more on that later.
What I would like to do is burn one of these clips, and then a
movie, onto a single DVD. I'm aware that I must convert the .wmv to a
compatable format, but have absolutely NO idea how to do so.
Any help in this area would be appreciated. Feel free to reply in
the simplest possible terms, as I can be a bit of an idiot at the best
of times....LOL.

P.S. Check out BMWfilms.com. Basically, BMW gave big-name Hollywood
directors a pot full of money and a few BMW's and asked them to make a
film. There were only a few conditions...they must star Clive Owen as
the driver and feature the performance of the vehicle. There are 8
films in all and all are EXCELLENT. They are well worth checking out,
especially if you're interested in seeing Danny Trejo, Gary Oldman,
James Brown (Godfather of Soul), and a supercharged Camaro drag racing
through Vegas. Watch for the cameo by Marilyn Manson. That's just ONE
film, called "Beat the Devil". Enjoy, and thanks.