NIGHTWALKER

This is my first time using this program, and I tried to burn Windows Media Player files to a DVD-R, but I think I wound up burning a data disc instead, which won't play on a dvd player, but will read on a computer. I'm very frustrated because I don't know exactly what the guides are saying or which one will do what I want it too. My old program is conking out on me and I'm going nuts trying to figure out how this thing works. What are the exact steps?