With trader's little helper you will not get that far. What you need is a dvd burning software, most commonly what you downloaded should be in a VIDEO_TS folder, which means that it's ready to be burned.
There are several burning applications out there, I use
ONES but you can also use Nero and some others.
If you want to watch it on your PC, just double click on the .VOB files included in the VIDEO_TS folder. You might need
VLC Player
DVD Burning Guide
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