You can only burn movies to a backup DVD in iTunes; they cannot be burned to a video DVD. If the movie isn't DRM protected, use software such as iMovie and iDVD to create a video DVD of it.
If you are talking about movies you purchased from the iTunes store, you can't. All video content in the store is protected which will prevent you from burning a DVD that can be used in any home player.
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Can I burn an iTunes movie to DVD?
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