Actually, you can't. See, DVD movies come in DVD-9 (or dual-layer) format. This is done by pressing two DVD-5 (single layer) layers into one disc. This is done during the manufacturing process.
Current DVD writer only support DVD-5 format, and as far as I know there are no plans to create a dual layer writable format.
Most applications, like DVD X Copy will need two DVD-Rs to copy a commercial DVD movie.
However, some older titles were manufactured in DVD-5, so you can copy them verbatim into a single DVD-R.
You can tell if a disc is dual layer by it's color. Gold for dual and silver for single.