Welcome to ImgBurn Forum
Unless specified, your DVD player will not pay WMV files - only your computer. So, you will need to convert the wmv (or much better still, the source material) to standard DVD files (IFOs/VOBs/BUPs).
This forum isn't about converting formats, just about burning optical media, but you can try DVD Flick (freeware), which I believe does the job. If that doesn't work, try SUPER (also freeware).
Once converted, you can burn the DVD project with ImgBurn
Regards