What Mac do you have? What version of OS X? What versions of iMovie and iDVD?
I thought so.
Apple insists that the entire world has access to fast broadband and wants to distribute home movies to friends and relatives via download (iCloud) rather than mailing them a DVD. The fact that in reality not all users do, has so far had no effect on this policy. If you scream and shout loudly enough down the phone Apple may send you a free copy of iDVD. That worked for some, but is now said to have been withdrawn by Apple. Also, you can complain bitterly here, perhaps suggesting that Apple could have provided a choice between using iCloud and burning DVDs:
Whilst Macs with a Superdrive continue to be able to burn video DVDs, the software for so doing, iDVD, is no longer included in the iLife bundle that comes with OS 10.7 Lion (which also omitted iWeb) or will come with OS 10.8 Mountain Lion. And it is no longer included in the iLife 11 from the online Apple Store: http://www.apple.com/ilife/. Your only solution is to look on Amazon or eBay and try to get an older version that includes iDVD.
However, the vastly more expensive FCPX can burn a DVD without iDVD or DVD Studio Pro involvement, but lack the themes etc of iDVD. Also, of course, there is Roxio Toast.
And if you think Microsoft are any better, their new Windows 8 operating system will not play DVDs, or burn them, unless customers buy an extra upgrade, the company has announced: http://www.gizmag.com/windows-8-no-dvd-playback/22443/
In other words, computer manufacturers have declared optical media as dead, long before consumers are ready to stop using them, which is fine as long as they offered us a choice, but they won’t even do that.