click here looks like the kind of thing that will do the job. You will need to check that it actually takes the output cables from your camera, and that it works okay with standard USB if you don't have USB2 sockets.
It says it comes with Pinnacle Studio Quickstart, which is probably the only software you need to get started. That will control the downloading of video from the camera, and will probably allow you to edit it and then convert it into a suitable format (MPEG or MPEG2) for burning onto DVD.
Once you've got the video into MPEG format, you burn it onto CD or DVD using standard burning software (usually Nero or Roxio) or whatever came with your DVD burner. There'll probably be a button for "Create a video CD" or "Create a DVD", and you'll just drag and drop whichever MPEG files you want to include.