I don't think Real Player should be involved in burning a DVD from the d/l. I think you would go into your DVD burning software and just copy the files as you downloaded them to the DVD.
ETA OK, I did a google and Real Player isn't what I thought it was, so never mind. I thought it was just a player and not for burning DVDs. My bad. Many apologies.
This is the last time I'm frogging this project for the last time.