mpeg to cd-r tech query

how do u/can u transfer an mpeg to a cdr?
can this, like, just not be done?
does it need to be compressed/squashed up somehow?
does it need a certain kind of disc/disk?

i know u can't send large mpegs in a hotmail,
so how in god's name can i ever watch it anywhere
except on my p.c. ?

you can see you're dealing with an idiot here.