I have some movies on my Mac and I want to move them to DVDs.
As far as "free" is concerned, Burn is a pretty good option.
If you don't like the built-in burning features mentioned by Saikat you should look into one of the following:
Liquid CD http://www.maconnect.ch/
Why would you need one? Mac OS X comes with its own built-in disc burning feature. Here's Jeffry's post on it - 4 Easy Ways to Burn CDs and DVDs for Free on Mac