Want to watch WMV files on my DVD player

I have created some movie files (wmv file format) from my DV movie camera and would like to burn them to a cd and have it play on my DVD player. Does Linux have any kind of conversion program because WMV format is not supported by my DVD player.?

Using Fedora. Thanks for any help given!

Any such dvd player would have to contend with rights issues with Microsoft
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I guess the question is, can you play WMV's off a CD in your DVD player normally? This sounds like something that just can't be done. For example, my DVD player won't play DVD-Rs period, so I'm forced to watch them on my computers DVD-rom instead.

Jeremy