any way to burn straight from avi to dvd format without converting?

i have cucusoft avi to dvd converter which works fine. but when it goes to the cucusoft mpeg to dvd burner, i run into problems. theres this place where it says DVD +/-RW ROM and i try to select one, but nothing is displayed? do i need to have something there im only burning the vob files to my c drive? cuz ill just skip that and hit burn at the bottom, and itll actually get like 99% through and then itll say 'no DVD +/-RW ROM' and it wont finish burning them to VOBS? so yeah if somebody knows something about that or knows how i can skip straight from avi to dvd without having to convert all this crap, that would help too.