you need a DL DVD which is 8.5GB, and a DL DVD burner.
you might consider going blu-ray if you are going to be burning AVI files.
why don't you convert it to xvid? it would make it much smaller.
another option is using 7-zip to split the files into DVD-size compressed file chunks, and then burning those. http://7-zip.org (use the beta version for now)