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MKV files are Matroska video files. Matroska is a container format like AVI. It became widespread simply because of its incredible support for some existing subtitles formats. DVDs consist of MPEG-2 video, and either Dolby Digital, DTS, PCM or MP2 audio. Therefore, you have to encode MKV files to the DVD format.
There are quick and easy solutions to encoding MKV files and other files to DVD. Here are some guides hosted at AfterDawn you could check out for the purpose.
VSO ConvertXtoDVD Guide
Convert MKV to DVD with freeware:
If you are looking for a DVD burning solution, try burning with Nero Burning Rom. You can also save a bit of money by learning how to use ImgTool Classic with ImgBurn to burn DVD folders for free.
Burning pre-authored DVD-Video using Nero
[b] How to burn a DVD Folder with ImgBurn