Yes, you need to buy a DVD burner.
When it comes to DVD brand, I prefer Verbatim DVD+R (single layer 4.7GB), and DVD +R DL (dual layer 8.5GB). Also, it is best to burn at 2.4x speed if you want to play it back on a standalone DVD player (i.e. not a DVD drive in a PC). Faster burning tends to induce higher rates of errors on the DVD which some standalone DVD players cannot handle.
You can always decide to burn at a higher speed (4x, 6x, etc...), but you should test out the burn by paying back the entire DVD to make sure there is no skipping on a standalone DVD player.
If you need a free DVD burning software, then you can try ImgBurn.http://www.free-codecs.com/download/ImgBurn.htm