If there is no iDVD on Your Mac (and it's not on newer Macs as Apple discarded it) then You need a program that can do this.
Your Mac can burn CDs and DVDs - BUT DVD as Data-DVDs not as Video-DVDs - they need a program to be encoded and STRUCTURED as such.
• iDVD is part of the boxed version of iLife'11 and can only be bought outside Apple as on Amazon and e-bay
• DVD Studio pro - Part of FinalCut Studio Pro bundle - this to has expired and can only be bought second handed. (High price and tough learning Curve - but best ever done.)
• Roxio Toast™ - Not as elegant as iDVD - but has many other positive additions (I like it as 10-Pro incl BD-component) (now version 11)
• Burn - only free alternative I know of on internet. Very simple - Just for doing a plain Video-DVD
only You can buy from Apple is.
• FinalCut Pro-X which also can burn to DVD but without any nice themes.
• Free DVD Creator.app - free from Apple Store
You can also buy Compressor from Apple for $50 US. It will also create DVD and BluRay but without the nice themes.
Yours Bengt W