Please Note: For information on how to do this in the DivX Plus Player please go here.
Here is a Video how to burn your movies using DivX Player
Here is how to do it
Burning a DivX file to disc for playback in a DivX Certified DVD player is very straightforward and follows exactly the same process as if you were burning data files to a CD or DVD.
Open your CD burning software and choose to create a new Data disc, then drag and drop your files into the disc layout. You don't need to do any kind of conversion on the DivX file before you burn it. For the best compatibility and loading times you should place your DivX files in the root of the disc, i.e. do not put them in their own folder.
Now choose to burn the disc. Certain burning applications will pop up a dialog at this point presenting advanced burning options. Usually the default burning options are acceptable, but you should check that the disc is not created in Multisession mode, that the option to Finalize disc is checked if available, and that the write method is Disc-at-once. Don't worry if you can't find these options - the defaults are probably just fine.
Finally, pop the disc into your DivX Certified player and watch it play high quality DivX video right on your TV!