How do I burn a DVD from a movie file on my computer?

Ok so I need to burn a file from my computer to a DVD so it can be played on a DVD player. I'm having issues burning it though. I made the movie in Windows Movie Maker and the file format is .wmv but I can't get it to burn with any programs I have. Any ideas, suggestions, or hints? I'm desperate this NEEDS to be done, thanks!
I do have a DVD burner but it's external and I tried Windows Media Player but no luck