Strange
A WMV file should play happily regardless of which version of WMM produced it. Could be you need a latter version of WMP or update codec/s
In burning to cd or DVD you have to decide: Are you just burning video files to a data cd or data dvd? . If this is the case just burn them via nero. They will ( should) be playable on the PC and PC only: This sounds unsuitable for your ( PC less

) friend. He must be one of a kind
If you want to make a video cd or dvd video which can also play on a regular DVD player, you will need at least
Nero Vision: part of the nero suite. It is a cut down but capable DVD arthoring program which can be used with WMM to make a DVD or VCD.
In order to make a DVD Video you would have to output your video file from WMM to Nero Vision as a
DV AVI: Whilst it may be possible to start with a wmv file , the starting quality will be soo poor that the output via DVD video will not be great so, best avoided