You can get Nero burning rom and then burn a dvd-video. It takes forever!
Your best bet is to go get a new dvd player, one that plays .avi. I have a Philips that is great, but I think most players come with that capacity now and are rather cheap.
Another option, if your video card has an output, is to get the proper cable and then plug your PC into your tv and just play directly from the PC. I've managed to accomplish this, but am still having problems trying to get the color on the tv right. (everything has a red shift to it.)