Its all quite simple really, and it looks as though you have got quite far.
All the jog bar is for is marking the start and end points of your movie.
If you have selected the HQ DVD Template then o get to the DVD stage all you have to do is click burn on the last screen.
If you get a Failed to Open mpeg converter message then it sounds a though,
1. The MPEG ENcoder has not been installed properly (re-install the software)
2. You do not have sufficient resources to launch the encoding process (close all unnecessary programs and processes, and save your project before burning).
Please post back if you need a more detailed guide.
Meantime good luck
COMPAQ something or other with 500Gb Boot Disk, 1Tb external Firewire Disk, 4Gb Memory and a super duper sound card, 19" TFT Monitor etc etc etc
Sony TRV33e : Sony TRV310e : Canon XM2
Sony Vegas Studio editions to v11
Remember, there is always more to learn than there is to teach.