It's possible, but you'll lose all events (clicks / hovers etc.) and You'll only get a movie which you can then play on DVD players.
First let SwishMax create a movie file from your flash animation:
Menu | File | Export | AVI Movie... (Ctrl+M)
When you have the avi file you need to convert it to a DVD (google avi2dvd for a very simple program to do just that).
After you get the DVD (VOB + IFO files), you burn it with a program like Nero Burning Rom.