… Problem is when I go to the Master File where it is saved and then burn it to DVD it is asking for 10 discs!!
obviously, you're using the Finder's ability to burn discs ... DATA-disks!
video-Discs have to created with some DVD-authoring app, as iDVD.
This will convert your 40GBs HDef proRes file into some ~3.xGB, standard conform SDef disk - fitting on any single-layer disk ...
If your Mac came without iDVD pre-installed (most probably), read my user tip here