It should say somewhere in your dvd player manual what types of disks it can play. Can you tell use the brand & model number?
By finalise I meant, when you burn a disk you have the option of close it or leave it open to burn more sessions after it. Closing it is probably the safest option at present. Some dvd players don't recognise disks that haven't been closed. (But dvd+ is the only one with the option to burn sessions.)
If I were to have a look at a dvd movie disk that was suspect. I'd check the format it was burnt in. It should be UDF format. I know nothing about windows dvd apps unfortunately. But a recent thread suggested it's actuallly called udf /iso 9660 or something. (That probably sounds a bit complex to you.)
Hopefully somebody else on the forum knows more about windows dvd apps. fabion would probably know some decent dvd apps.