Help for making movie?

In fact, I download some chinese movies from Internet, I want to transfer them to VCD in order to view by using regular DVD player. So I use Nero 6.0 which contains a function for making Video CD. The movie always .rm or .rmvb format, after I transfer them to Video CD, it does work on my DVD player but NO sound come with.

Does any body can help me to solve this problem??

When I watch the movie by using happyshow software, it does come with sound!

I appreciated any tips!

Dan