Washo

First time user. I have seven (7) .wmv files produced by Windows Movie Maker. I want to burn them to a DVD with a menu that allows a user to open any one of those files(Chapters), in any sequence. I began by trying to import those .wmv files into ImgBurn but ImgBurn did not recognize them. (Do I need to convert the .wmv fies?) Clearly, I need some basic instructions on how to use ImgBurn to create a DVD with chapters. Where canI find them?