Is there any way to burn purchased iTunes shows to DVD If yes how so?

No u cant itunes movies are protected by DRM rights which prevents you from putting itunes movies onto a DVD (VERY ANNOYING I KNOW!!) u can with music but not with DVD's

1.Remove DRM protection from iTunes video movies TV shows. 2.(if needed)Convert those video movies TV shows into proper formats. 3.Burn to DVD.

No for iTunes itself. But you can try the third party software. Since iTunes movies videos are under DRM protection, it won't let you burn to DVD, so what you need to do is to remove DRM protection...

If you are referring to movies purchased or rented from the iTunes store then you can only store purchased movies on a DVD for backup purposes; you cannot store rented movies on a DVD. If they are...

Well you should look at it on the internet and then save it.Then you insert a blank disc in to the slot in your computer or laptop.Then you click on burn and wait for it to burn.