How can I burn a movie to a dvd-r and make it play ?

Ok, I have no experience with ashampoo. Are you ripping it from another DVD, or turning a video clip into a DVD?

I downloaded the movies on the internet, from a torrent. They work.

@Truth_and_Freedom Ok, so you need to convert them to VOB format. You can’t just burn the avi (presumably) to a DVD. Yeah, it’s stupid. So get DVD Flick, and install it. Add the file(s), edit the save directory, and click on “Project Settings”. Give it a name under General, change it from NTSC to PAL if you live outside the US (or possibly all of N. America – if you don’t live in the US, lemme know and I’ll check) under Video, change things to your liking under Playback if you like, and click “Create ISO image” “Burn to disk” and give it a name under Burning. Click Accept. Then go to Menu Settings and give it a menu if you like them – I prefer the Black one. Click Accept, and then click Create DVD.
When it’s done, after you’ve made sure that it’s worked properly, delete the ISO.

You need to verify your computer’s dvd player/recorder uses the dvd-r disc. I tried doing this, and found my computer could not use (though it tried) the dvd+rx8, and had to use a different format blank disc.
This was kind of weird because the computer manufacturer said it would.

Try running a black marker pen around the edge of the disc.

There are countless DVD ripper programs out there to take your original DVD and create a new one.
Your OP is kind of vague on the source, so I will assume you have a DVD in hand.
Based on the software you use it can burn it on the fly or decrypt it to files on your pc to burn later. Many DVD have copy protection built into the bits.
There are plenty of purchase ones, and free ones.
Here is what I use:
DVD 43 Copy protection decrypter
DVD FAB Ripper/Burner
Nero DVD Ripper/Burner
Real Player Converter
Each has a function and some overlap. Some copies work better with certain tools.

Also be mindful of Copyright Law