Something in the converting MKV process

As per topic, I got a few of movies in .MKV extension and movie quality is like full HD 1080p. I desire to burn them on DVD’s so that I am able to operate them on my home theater system but it will not let me. I’ve to transfer them into\to .avi or .wmv to burn DVD’s what drop video quality.
Is there anyway to burn the .MKV with no converting/losing movie quality? Is the converting mkv software the best tool?