There are some technicalities and other things that do provide for exceptions. It is legal to download TV shows onto your PC and burn them to a CD. I use All-in-Oneder for that and even get world wide Radio. Some old VCR tapes can be loaded to your HD and then burned to a DVD I use Honestech VHS to DVD for that. Some copy righted material can be cracked and burned if you have permission to do that, but for that you need a program called Iso-Buster.
All of these programs can be costly and you do have to be certain you use them as they are specified. Copy Right violations are taken very seriously. You can download many movies from torrent sites, but you have to cautious of violations. the most trusted site I know is Islamictorrents,net
http://www.islamictorrents.net/index.php
For that you will need a torrent client. In my opinion the best is Bitcomet.
http://www.bitcomet.com/doc/download.htm
the paid version allows you to also download Youtube videos.
But, be cautious and use only honest sites to avoid copy right violations.
If you get deeply involved in honest/legal PC to DVD stuff, you will need several file converters.
I use SWF2Video, ConvertxtoDVD, DivxConverter, Flash Video MX, Moyea FLV to Video.