You cant make an NTSC/J or NTSC/UC game into PAL as such, you can, however, patch the iso with an NTSC2PAL patcher to adjust the X & Y-Fix positions so that it displays correctly on a PAL TV, but this doesn't always work properly & can cause unwanted effects within the game, or the game not to boot at all. The game will, however, still be an NTSC game, and if its JAP, then all text will also still be in JAP unless you've used another patch to convert the text to English (use Google if you need to find those. They're usually done by a guy called Fernando). You'd be better off buying a True RGB Scart Cable for PS2, which will automatically convert the signal from 60Hz NTSC to 50Hz PAL, so your TV will read the signal properly.
As for burning to DVD, there are loads of guides, both here & on other sites, use Google. But it's not that difficult, and the best prog would be DVDecrypter, followed by Alcohol 120%
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