Most DVD players can play avi or div-x, Xvid straight from the DVD without converting.
Just write those avi or divx files into a DVD preferably RW ones so u can re use them. Do not put the files into a folder just copy them str8 away.
If ur DVD player is not compatible with avi or divx files then u have to create a DVD video instead. I use intervideo win DVD creator for that. You can also use Nero.