In order to fit them onto a regular 700/650mb cd you will need to encode them to a smaller size. I would recommend DivX or Xvid as they seem to keep the file size low with minimal quality loss. If you are trying to burn an entire season to a single cd, you are looking at major quality loss, to the tune of 90% or somewhere around there for each episode.
Doctor DivX can encode video's to divx for you as well as WinAvi, and many other things, neither of these are free by the way. With WinAvi, you must have the proper codecs already installed on your computer to be able to9 use them for encoding.
If you plan on trying to watch these on your dvd player or something on your tv after burning these to disc, I would suggest not shrinking them all that much, as the smaller you make them, the lower resolution on your tv set they will become. Meaning it will look terrible.
As for burning them to disc once you have encoded them, if you have a cd burner, it should have come with some form of software to assist you in creating a cd/dvd. Open this software and simply follow the step by step instructions all cd/dvd burning software provides for you. There are also other popular software out there that can make your task much easier such as Nero, which provides you with a multitude of options, other than simply burning a regular disc.
If you have never burned a cd, that is a small problem to fix, but if you have never encoded something before, that is a slightly larger problem to fix, as it takes some bit of knowledge to know what to do. I would suggest, searching google or yahoo, for tips or guides on encoding video.
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