I guess you imported your video to your pc using Premiere? This is probably stored initially as an avi file. To export to DVD, you need to render this file. Premiere will have an option for this. This action should create a directory called video_TS on your hard drive. This directory contains files with the extension vob. You should then be able to use Premiere or Nero to create a DVD using the video_TS directory and the files therein.
If I have mis-understood the problem, please provide more details.