DVD mastering and burning in Premiere stopped with version 2. You may have noticed that you can no longer buy Premeire pro CS3/CS4 without it coming wiht Encore CS4. Encore CS4 is the application for burning DVDs.
you'll obviously need to spend some time with the manuals but...
You need to create a timeline in Encore. The M2V file is the video. The WAV file is the audio. not sure but I beleive the xmpses is metadata. i.e. contains chapter points you may have set up in Premiere before exporting and the like.
Define this timeline as 'first play' and then burn the DVD. Unless you want to create chater menus and the like. then it becomes too much forme to descibe in a quick reply like this.
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