Re-post of Video CD's?

I have art course, bought and paid for online via downloaded video's and burnt to 1x DVD and 1x CD [DVD wasn't big enough] which I have seen on my PC but wish to also play them on a DVD player when away on holiday in my caravan. But the format is .WMV which dvd players can't play. Is there a software that can be added along with the videio's and burnt to a new DVD and CD which would enable them to be played on a DVD player.

[with respect for the sceptic/s who don't really know, it was once said 'Man can't land on the moon because there are too many holes in it' ] Many thanks in anticipation.