DataLocker Encryptdisc CD-R
Or just encrypt in a 7zip SFX archive (encrypted using AES-256) and burn that to DVD.
All for free.
All the recipient of the DVD has to do is run the .exe, choose a decryption location and use the supplied password.
Yes, thanks, I know of these options. I have some clients who know very very little about IT (or are very limited to what they can do on their network) and I'm always looking for ways to smooth the process although, really, it's not my issue to deal with.