You could go either way. If you are running Windows 7 or 8, it already has disc burning functionality within the OS.
If you do burn to DVD, it will take 2-3 discs to get the install files all copied for transfer to your 2nd machine. It would be faster to burn than to download again.
You also have to decide if any projects are being copied over, as well, and go through that process - which could get huge, if a lot of audio in the projects to be copied.
It might be less hassle to sprint the $70-$90 for a 2 TB external USB 3 drive. That would be lots faster for both download and for the transfer to the 2nd machine. You could do your sample libraries and project folders that way, as well, all in one shot.
Plus, it would give you a nice external backup of all of your current projects and Sonar and samples too.
Bob Bone