There are three ways to transfer TiVo recorded shows to DVD.
1) Buy a DVD recorder and connect the TiVo output to the DVD recorder. Tivo has a feature to play the show for recording to a VCR or DVD recorder. Downside is that it takes 1 hour to transfer a 1 hour show. But it does work. A friend did this and our kids watched several hours of kids TV recorded to DVD from TiVo in this fashion.
http://customersupport.tivo.com/knowbase/root/public/tv1545.htm?
2) Consider getting the TiVo "premium" package with a built-in DVD recorder. Transfer rates will be much faster to burn a DVD and you'll get some nice features for navigating the shows recorded to the disk as well.
http://www.tivo.com/2.1.1.0.c.asp?productId=40dvd
3) If you have a DVD burner on your PC, and a Series 2 TiVo, you can get the TiVoToGo software which will allow you to transfer shows from yor TiVo to your PC and burn a DVD on the PC. Or, if you have a laptop/notebook computer, you can just watch the shows on the laptop or plug the s-video output from the PC into the TV.
http://www.tivo.com/4.9.19.asp
Option 2) the Premium TiVo package would probably be the "easiest" option to work.