Need help burning DVD's with Windows Media Player...?

I have downloaded some movies from the internet that I would like to burn to a dvd disc for playback on my home stereo dvd player. I have been trying to do this with windows media player and have been unsuccessful, so far. Media player says it burns the disc but when I put it in my dvd player all I get is a "disc error" message. What am I doing wrong? Is there another (free) dvd burning program I should download and use instead? By the way, I am running Windows 7.