I Really Need Help...

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I love Youtube, and I have many video's in my favorites list, but I need to know how I can compile them onto a DVD, as it is so tedious when I want to watch them or show them to people. It is not that I am dumb when it comes to the computer, it is just that I can't figure this one out. Please explain in the best simple way possible. And if you don't know how, then don't comment. As this is really important to me. Any help would really be appreciated!