AVI. to DVD?

Can anyone recommend me a program that will allow me to copy an AVI file onto a DVD so I can play the DVD in my DVD player? Will a suite like Sony Vegas studio allow me to do this? I dread Apple, but right now I wish iMovie was made for Windows.

I have numerous videos, some mpeg, etc., that I would like to put on DVD. Is there one single program I can buy which will allow me not only to put avi files onto dvd, but mpeg, xvid files also?