I'm a little confused here.
When you say you have Nero, I take it that you only have the basic OEM version then and didn't pay the extra to have DVD support so you can only burn CDs? Otherwise, Nero will convert and burn them for you. Any that need converting to a format understood by Nero can be converted for free using Super.
There are programs out there but I don't think Nero will burn a DVD without the (paid for) plugin (I my be wrong) as it won't allow DVD burning without it - regardless of the format it is in. If it sees a DVD in the drive, it tells you that you need the plugin.
If you Google for DVD free burning programs there are many to choose from BUT some of them will upset Nero (it's fussy) and I have never tried them.
I'm presuming that you do have a drive that will burn DVDs, of course (not just a CD burner).
Whether Nero would work by just copying the files as data (that seems to be what you are asking - convert to DVD format - ISO files - and use Nero to copy the resulting files onto a blank DVD) I'm not sure as I have never tried but I don't think that's the way it's done - try http://www.download.com/Free-Easy-CD-DVD-Burner/3000-2646_4-10627009.html if you want to give it a try and http://www.afterdawn.com/guides/archive/avi_to_dvd_avi2dvd.cfm to do what you asked. Super should convert the WMV files to avi, remember. If you have a slow PC, try for an earlier version (latest needs over 2gb CPU).
I don't think tht Nero will recognise a blank DVD without the plugin though - only CDs.
However, most DVD players will recognise the video files of many formats just copied direct to a CD from your hard drive without touching DVDs at all. Have you tried that?