You can save your iTunes Store movies to data DVDs for backup purposes (if you have a supported DVD burner), but these DVDs will not play in a DVD player. Movies and videos purchased from the iTunes Store contain digital rights management which prevents burning them to a playable DVD.
I am having difficulty taking a movie out of iTunes and burning to a blank DVD. Any helpful hints?
Yes. You cannot do this.
"You shall not be entitled to burn video iTunes Products "