Currently Being ModeratedApr 22, 2012 6:57 AM (in response to JGM1976)
I was also disappointed when I bought my Mac and it came without iWeb and iDVD.
For burning DVDs, I use a free app called Burn http://burn-osx.sourceforge.net/Pages/English/home.html.
You can't do fancy menus or anything that iDVD can, but at least you can get your iMovie Projects onto a DVD.
You have to export your project from iMovie and then drag the .m4v or .mov file that comes out onto Burn (Make sure the Video tab at the top is selected.
Of course, if you have a MacBook Air, you'll need an external optical drive capable of burning DVDs.