None of the output formats from Windows Movie Maker are directly compatible with DVD, so the movie will need first to be converted into MPEG2 format.
Fortunately, any number of DVD-burning applications will do the conversion and burning for you, but it will take time to crunch all the numbers.
If you have a DVD-burner drive, the chances are it came with a CD containing suitable software, so first have a shufti at that. If that doesn't help. please ask for more info. HTH.