how to burn files from utorrent?

can someone tell me the full process of burning a video file from utorrent to a dvd disk, i am new to downloading movie files and i finaly want to burn them to a disk, but when i tried this the other day i didnt know what to do i tried to eventually transfer it into my dvd burn software, or so i thought but it said i couldent put it onto a disk; and i dont know if i had transfered it properly, or even know if thats what i was suppose to do, and then it came up saying i had an error on the particular file i was trying to download, so i dont know properly and i just wondored whether someone could tell me or run me through what i have to do??