Yeah, more specifics are necessary...
CD-R MAY NOT play on a DVD player. If you are talking about video, then the BEST thing to do would be to convert the video to VCD format (I think it\'s MPEG-1 352x240 resolution) video and I forget the audio format.
I think the easiest way might be Nero, however as I stated, not all DVD players can play VCD disks. If you are still using Win98, I\'m going to guess you may have an old DVD player as well, which may be problematic.
Buring to DVD presents it\'s own other set of problems as well in converting many of these movies to DVD format (NTSC or PAL depending on where you live) and getting them to play on a standalone DVD player.
You may want to check out www.videohelp.com for some guids on how to convert video files to different formats.
Audio files are pretty easy, video, not so much...