I'm just getting into this myself. You are also going to need some sort of software that will make the DVD for you. Unfortunately its not as easy as just putting the files on the DVD disk (like you would with your CD burner).
When I capture videos from my camcorder to my computer the movies are in AVI format which a DVD player can't read directly. The software will will put the files in the right format and some can help you with creating the menu buttons, chapters, etc. I'm sure people here can explain it much better, but thats the jist of it.
I don't know if the software will come with the DVD burner or not so you may have to choose which one you want. Some are simple where you just click a button and it will do most of everything for you. I'm trying a product called Sony Vegas Movie Studio (recommended by some people here) which lets me edit the video add photograhs, music, titles, etc. I've only had it a week and I love it even though it has been somewhat challenging to learn.
Actually, now that I think about it, it is technically two software products, one does the video editing and one does the DVD authoring. The editing is optional (and fun) but the DVD creation software is needed.