If I'm not mistaken, Mike...in your message you mean movies DL from Traders Den, meaning movies Downloaded. I think Stan might be misunderstanding...DL in DVD lingo typically means Dual Layer so I think he thought you were asking how to burn Dual Layer DVDs.
I'm assuming you just want to know how to burn DVDs downloaded from TTD, so let me give you an really quick answer that's maybe 2 cents worth. (The procedure is the same for Dual Layer...you just need a Dual Layer burner and Dual Layer DVDs...also known as DVD9.)
1) Make sure your burner will burn DVDs.
2) You usually can burn either DVD+R or DVD-R and they should both work fine in your DVD player.
3) The download from traders den should include all of the DVD contents in a Video_TS folder...that entire folder gets burned onto the DVD. (don't copy the info files or DVD covers or anything like that onto the DVD)
4) In the same directory as the Video_TS folder, add a new folder named Audio_TS.
5) Leave the Audio_TS folder blank...since this is a blank folder, it's not transmitted as part of the torrent since bittorrent programs automatically exclude blank folders from being part of the torrent...so you always have to add this one manually after the torrent is completed. (Some burning programs add this automatically for you if you haven't done it yourself manually.
6) Fire up your burning software...choose the option to create a DATA DISC.
7) Drag and drop both the Audio_TS and Video_TS folders for burning. Note that the entire folder is imported...folder and all.

The end!
Note that DVD5 are normal DVDs and DVD9 are dual layer DVDs. Normal DVDs hold about 4.4gigs and dual layers hold double.
The above procedure is the same whether the DVD is NTSC or PAL.
To play PAL DVDs (the european standard) you simply need a DVD player that will play the PAL video standard...most DVDs sold now will play both PAL and NTSC based videos.
Hope this helps!