Burning Movies to DVD - Episode I

Okay, I downloaded some movies from the internet. (won't say where or what kind-;) ) and I am trying to burn them to DVDs.

The downloaded files are MKV format videos. Play fine on the PC once I got the correct CODEC. (I am using the CCCP codec pack currently) I'm still working on it, but here are the steps.
1. Got MKV playable clip on PC
2. Nero can't use MKV files to make a DVD
3. Tried AVI2DVD. No good - errors I couldn't resolve. (error 57 - tempsox.wav)
4. Tried to use VirtualDubMod to convert to AVI to put on a DVD - no good, errors
(yes, after the error message I spent a good deal of time searching the internet for solutions)
5. Now trying AllToAvi program. I got the MKV converted to to an AVI. Plays but no sound. I think all the problems have been CODEC issues I cannot resolve.
6. keep trying things. Stay tuned