Dvd Burning question

So I burn a lot of avi/mkv files to dvd so I can watch them on my television. Recently I bought an hdtv and a blue ray/dvd player. Obviously the quality of the picture went up a lot compared to my older tv.

Anyway. The player can play straight Mkv files without having to bump down the quality by converting them to DVD.
How do I burn Mkv files to dvd without converting.

Yes, I googled it, but when I tried it with Imgburn, The program couldn't see the files. Meaning it can't do it.
I have been looking and I know it can.