A DVD is a compilation of video and audio files that are encoded to play on a standard player. When you put the disk you made into a PC it is probably opening with a video player that understands the .avi file format.
You need authoring software to take the raw .avi files and encode them and then make the proper files to be 'mastered' into the DVD format. I use Video Studio but there are other. I think Microsoft's Movie Maker will also do it.
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