Problem in dvd making

Today i try first time to make dvd.
Now the question was that what to choose and which software to use.
Former was a personal file(only i can know) and as i hav dvd maker in win 7 ultimate the window dvd maker, so i choose to burn with it.
Unfortunately it all work go in vain as many of the files i have was .mp4 which was not compatible to burn as they were not accepted by window dvd maker.Hence i need to have other format.I downloaded the Format factory and encode them ,all to wmv file which was perfectly welcomed by window dvd maker.
Now the next and big problem rose which was biggest of all.After selecting all the necessary things and made the change as per my requirement  i click on the burn button.The dvd was already inside.
After few minutes the encoding percent go to 14.1 and then never move.Even i wait for more than  hour.
What the problem GOD knows?
Oh God help me out it is necessary and i need to shout out the problem as early as possible.