iDVD is great for burning movies created with iMovie and for albums from iPhoto, but not for much else.
What do you want to burn? If you simply want to burn a data DVD, then right click on your desktop and select "New Burn folder" and then just drag files into that folder and when you're done hit the Burn button. If you're trying to burn music, then create a new playlist in iTunes, drag the songs you want, and then hit the burn button. If you want to do anything else, then you'll need a full fledged burning program like Burn (free) or Toast (not so free).
One last question. Which Macbook do you have? If you have the one without a Superdrive, then all the above is moot as the base Macbooks don't have DVD burning capabilities.