You will need
1. A device to capture the video from the camera.
2. Software to edit the captured video.
3. Software to burn the edited video.
4. A DVD burner.
If you have Windows XP then this comes with Movie Maker a basic package that can cover point 2 and with the relevant lead: USB/Firewire can deal with point 1.
Ahead Nero can do point 3 and there are now many DVD burners on the market.