Go to the location of the file (or files) that you're trying to burn to disk. Right-click on a file, and the select 'Properties', to see how big it is. A DVD can hold up to 4.7 GB.
If it's a commercial DVD then it's probably copy-protected,meaning that you can't copy it. (Actually, you probably can do so by using a program like Handbrake to 'rip' the DVD to data files and then using Ashampoo to reassemble them but, as well as being illegal, it's both tedious and rather complex).