Copying Lion onto a DVD

I’ve seen where people have indicated you can burn your copy of Lion onto a DVD, but when I follow their instructions to go to where the Apple Store downloaded it, there is no “Apple Store” downloads folder. Neither does my regular Downloads folder have anything. When I search for “installers”, nothing for Lion comes up.
So, where is this download located and how can I burn it to a DVD? I’ve already paid for it and don’t think I should have to pay $60+ in August to get it on a thumb drive from Apple.
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Carpenter