If you wish to turn a file MPEG to DVD, there are many applications out there to help you do a basic job. However, if you're going to do it properly and professionally, you'll need a utility like BatchDemux which gives you professional conversion results albeit with a more complicated procedure and interface than you may be used to
BatchDemux is a utility that allows you to convert the audio and video of one MPEG video from a VOB, quickly and thoroughly. If you're doing batch conversions, it can even process several files simultaneously and it utilizes MPTGX and BBCEMUX protocols to give optimum extraction quality.
However, with limited instructions, this takes some time to figure out properly, especially since DVD's vary in structure. Note that it only supports MPEG and VOB files and will not work with other video formats. On the plus side however, it work directly from the .EXE file so does not require installation and although it requires an external application to burn the DVD.
Overall, an excellent solution for professionals although amateur users looking to perform a simple conversion will not need something this thorough.