I assume that you have a (very large) AVI file sat somewhere on the PC.
Download TMPGEnc click here (for free!)
Install and open the programme - navigate to the file and encode it for either SVCD or DVD writing. This assumes that you have the MPEG2 patch for your burning software....if not you need to purchase that from your burner software ssupplier.
If you are burning to a CDR you will be limited to about 35 minutes on each CD (DVD 2 to 4 hours).
SVCD's will play on a number of DVD players but not all - click here to find out if your DVD player supports SVCD's.
If this is something you intend doing on a regular basis I suggest that you have a look at your HDD space cause video files swallow massive chunks (one file about 45 minutes took 20Gb)