NEED Major Help!!!!!?

From time to time I download movies from Ares they are normal in .AVI file setup. Now I have over 300 movies on my hard drive and I need to get them off. I want to burn them on DVD but the programs I have will not let me do so. I have try to converted to other files. I am just lost, I don't want to have to delete all of the movies I have downloaded. What can I do to resolve this issue?