Nero burning

Hello,
i have movies on my computer which i wont to put on a dvd-r disc so i can watch them on my dvd player. i have nero both 6&9.
the movies are mpeg-4 but then i converted them to dvd-pal files cause nero requires that now they are in dvd-pal files. i've also got them in mpeg4, mpeg and dvd-pal.
i now have tried to burn the files but its coming up with the movie is larger than 2GB and thereore cannot be stored in an ISO file system.please use the UDF file system to write such large files. this can be done by selecting another compilation type.
so what the hell does that mean???
give anyone please help me with this or even advise me to download another program which i can burn these to
how can i burn these files to a dvd-r disc?

one movie is 4,611,850KB in dvd movie AKA 4.39GB
806MB in MPEG-4 media file

another is 3,980,668KB in dvd movie aka 3.79GB
297MB in MPEG-4 media file

so please anyone help me
thank you very much