What happens next?

How to burn a divx movie to play in a dvd player
Verify that your mac has a dvd drive.
If you purchased your mac within the last 4 years chances are it won't have a built in dvd drive. Look for a thin slot about 5 inches long along the right side of your computer.
If it's not there, you'll have to buy an external dvd drive. You can buy apple's own external usb dvd writer, superdrive, for ~ $79, or select from a range of similar but less expensive options from companies like lg and samsung.