You're looking for a DV-R or DV-RW
But most likely a DV-R (the RW just means Re-Writable)
I think you may be-able to, try while your connected to your internet still. If it doesn't work or burn, try logging off your internet connection so Apple can't send the info back that your burning a movie you just bought from them (tattling haha) And try again. If it doesn't work I was going to say:
"Try dragging and dropping the movie into Windows Media Player and they can rip the DVD for you..." But I realised you have a Mac. Haha
Hope I helped at all! Good Luck!