Hulk,
Heres my advice to you from someone who was in the exact same position you are in right now.
1. I bought an external hard drive 1st to store fights cause TRUST me you can't convert & burn as fast as you can download. Links/Files/fights WILL expire and again their isn't enough hours to download & convert & burn everything you want at once. The external hard drive will help you store the fights you want to see while you convert & burn other fights you had 1st.
2. Instal ConvertXtoDVD, simple and works well. Yes it takes a while to convert but trust me it's all trial and error and you can add your own menu, title, background picture and all if you want to make your DVD's a little cooler

. I usually convert over night or when I'm out, I'll set it up and leave somewhere and when I come back my fights converted and ready to be burned.
3. Yes it takes time, yes theres some work that's gotta be put in but trust me watching Salvador Sanchez vs. Wilfredo Gomez on my big screen is one of the most joyus things I can do. Being able to take 2 or 3 fights with me and play them on my Sony Walkman DVD player is one of the most satisfying things I can do during my lunch every day of the week.
So listen Hulk at 1st a lot if not all will not make sense and your gonna make mistakes and it's gonna get to you and your gonna have some problems figuring things out but again the pay off once you figure out what your doing and you learn things as you go along is great. Please believe me you won't regret it.
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