Some PCs now come with a DVD burner built in, but you can also buy an external drive if you want to make your own DVDs. There are a number of competing technologies. The one that looks most promising is the DVD+RW standard supported by Hewlett-Packard, Dell Computer, Sony, Philips Electronics, Mitsubishi, and other companies. The other competing standards include DVD-R and DVD-RW. The difference between DVD+RW and DVD-RW is that one has a plus symbol and the other a hyphen. Seriously, there are real differences, but it isn't clear yet which one will take off and become the standard. Maybe it will have been decided by the time you read this. Let's hope so.
In any case, burning a DVD is a bit like burning a CD, except that the discs and the drives are more expensive (at least for now). Also, commercial DVDs are encoded with special software that prevents copying.