First you need a software like VIZ, VIZ render, or 3DSMAX, to create a good animation: *.avi file, for example.
After that you need a software like Premiere to edit video, put several *.avi together, add sound and effects, and to create a video in DV (tape), DVD format or whatever you want.
There is some DVD player that can open a lot of type of video like avi, wmv, mpg. This can help if you have a animation below 700 M you can burned it on a CDR, but if it is heavier maybe you need a DVD burner.
Hope this help