Anyone know where I could find a decent program that could convert my .wmv file into a DVD? If possible, something that can make menu's and such and not be overly priced or hard to use.

If you're just starting out and don't have much cash to spare, you can try out
Magix Movie Edit Pro. It is a budget video editing program with a built-in disc authoring feature which allows you to burn your edited video into VCD/SVCD/DVD. I have tried out the disc-authoring feature and it works satisfactorily and dispenses with the need to purchase a standalone disc-authoring program.
There's a full tutorial of the program, including burning your video to DVD at:

Magix Movie Edit Pro Free Video Editing Course Index


Happy Exploring.

Kumara