You cannot just drag the iTunes movie to iDVD or whatever. The DRM (Digital
Rights Management) copy protection inhibits that option.

You would need to remove the DRM from the movie, then use Toast or iDVD or
whatever to burn a DVD. I don't think we have that ability.

There are some Mac and Windows apps that claim to remove DRM from iTunes
movies. I don't know about the Windows side, but the apps on the Mac side are
from, shall I say, less than reputable vendors.

Rule of thumb: if you see an interesting app, look to see if it is listed in the
reputable sources like versiontracker.com or Amazon.

No, you can't burn a rented movie, either.

You can, of course, capture the video as it is playing (say with Snapz Pro
or an appropriate camcorder) but the quality will suffer.