That really depends on if you have downloaded audio files (flac, shn, or ape) or a video file (vob, bup, and ifo files).
Take a look in our
Free Software Links. Either to extract or just to play your audio files (or even burn them), you should be able to use foobar2000. Take a look in our Technobabble forum and you should be able to find some threads on extracting and burning with that.
For DVDs, you and play them with VLC and you can burn them using Nero (again, take a look in Technobabble and you should find threads about how to do this).
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