It depends what format your current files are in.
If you are purely burning data dvd's then there no need for any additional software - just use the inbuilt winows functionality.
If you are converting files from one media type to another (e.g. avi to DVD Film format for use in a regualr non-pc dvd player) then Nero is a better option. That said, there are plenty of free programmes available to do it.
e.g. click here