Windows Movie Maker is just for editing movies, it won't help you burn DVDs at all.
bbnbama, you may already have a DVD burning program on your computer. I don't know if the DVD burner came with the computer or if you bought it separately. If it's the first case, it's probably pre-installed somewhere on your computer already. If it's the latter, the drive probably came with a CD that has a burning program already.
If, for some reason or another, you really don't have one installed, you'll need to go out and spend some money. (There are some free alternatives, but they're not really all that good yet.) The one I recommend is Nero (http://www.nero.com/). The current version (Nero 7) is upwards of $60, but if you want to save money the older version (Nero 6) is available for less money. For your needs, the older version will be more than enough.
Nero (or a somewhat crippled version of it) is frequently included with DVD burners. Before you spend money, make sure that you really don't have any burning software right now.