My friend as you know the movies that you download from any torrent network come with format like AVI or Mpeg1 or 2 or 4 and some time you find the file in FLV format.
so if you need to copy this movies to DVD-CD you have to re-encode the format to another one that can be combatable with your burning program ( copy program) for ex. Nero or Alcohol.
I hope that will help you.