copy a MPEG-4 file to play on DVD player?

Can I use Regular CDW drive to copy a MPEG-4 file to play on DVD player?
I have a mpeg-4 file on my zune that I want to put on a dvd so I can watch it on a bigger screen... like my tv instead of my zune or laptop. I don't have a dvd burner tho. Just a normal cd burner. Is there a way to convert it and burn it on a regular cdr disc? Like to avi format or something? Or do I have to buy a dvd burner and a special blank dvd disc? I am so broke and it's so hard watching this file on my zune cuz the screen is so small. Am I just SOL?

thanks for any and all suggestions! You guys are always so amazing to me and I appreciate it more than you realize!