You can easily capture TV in an MPEG2 format and burn the file to a DVD -- although most DVD players will not be able to play this directly (some newer ones can, though). If you want to create a "real" DVD that all players can use, you need authoring software (to add menus, formatting, etc. so that DVD players can read it).
I don't know of any software that will go directly from TV card->DVD without storing a file on your hard drive, if that's what you mean. Your question wasn't very clear. 🙂