What procedures what I have to go through in order to sell a home made dvd.?

[DJAngeldust]

I am a DJ at a strip club and I have tons of videos of the girls dancing. Everyone says I should make a dvd and sell it. I know how to reach online clientel but was curious how can I sell it to them? So first i get the dvd's made, then do i have to do any legal paper work in order to distribute the dvd? If so, where can i find this paper work.