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)
FinalCut Pro-X which also can burn to DVD but without any nice themes.
You can also buy Compressor from Apple for $50 US. It will also create DVD and BluRay but without the nice themes.
Burn - a free alternative from Internet. Very simple - Just for doing a plain Video-DVD
Gives a fairly good resulting Video-DVD
Free DVD Creator.app - free from Apple Store
(very simple - Quality ?? not sure - looked problematic reg. Interlacing)
Yours Bengt W
If you have no iDVD on your Mac, you can try AppGeeker DVD Creator.
I use that, very easy to use plus you have various of DVD menu templates that can choose from to customize into the DVD project. Great little program.