Windows Live Movie Maker is a free offering from Microsoft that offers novice and average users the ability to edit video and from there, be able to share/publish it to Facebook, YouTube, eMail, DVD and even custom resolutions. It's a basic editor with very simplified interface, and it's part of the Windows Live Essentials Suite of applications.
It's important to know exactly how Windows Movie Maker creates a DVD. So to clarify, Windows Movie Maker DOESN'T CREATE A DVD; it exports a WMV file to a TEMP location where Windows DVD Maker with the WMV in its queue for processing. Windows DVD Maker takes the WMV file and CONVERTS it again to a VOB format that DVD's use natively; it's just useful to know how the application accomplishes this process.
In the Microsoft Windows Essentials support forums, issues about having problems burning to DVD keep coming up. This is why you need an alternative to creating a DVD, outside of using Windows DVD Maker.