Yes, use Azureus just like you're downloading music.
No need to decode, if you're downloading from here, the files / file structure is already correct.
To burn you need a DVD burner (obviously) and software that probably came with your DVD burner. A lot of people use Nero and more and more are using a program called Ones.
Do a search through the Technobabble forums - there are a ton of answers here:
http://www.thetradersden.org/forums/...light=dvd+burn
http://www.thetradersden.org/forums/...light=dvd+burn
http://www.thetradersden.org/forums/...light=dvd+burn
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