At first you should download youtube videos to your hard disk folder, you can download youtube videos from keepvid.com or you can try a free youtube videos downloader to search and donwload videos from
youtube.com, you can download it from rzfun.com/free.html
If you want to burn videos onto DVD disc, there is an easy way, you can try RZ DVD Creator, It can burn multi videos to one disc, it can auto fit the size, it can create standard video DVD from any videos, it can directly convert and burn any videos to DVD(DVD+R, DVD-R, DVD-RW, DVD+RW, DVD-DL, DVD+DL, etc), such as avi to DVD, flv to DVD, mp4 to DVD, etc.
Work well on my computer, easy to use, following is a step by step guide about DVD Creation:
http://www.rzdvdcreator.com/rzavitodvdconvert/howtoconvert-video-to-dvd.html
Hope it can help you.