Likewise my dvd player can play mpeg 4 & divX files. I simply burn those as data format. That's a lot of video on a 4.37 GB DVD5 format disk. And heaps more for a dvd-mp3 disk. Of course, burning regular mpeg-2 dvd's requires special formatting of the files & format (UDF). And VCD & SVCD also have a specific CD format for video. Coloured books is what their formats are refered to as for CD's. A particular format for a particular type of cd; ie: game cd, video cd, music cd, etc.

My player was also relatively cheap ... certainly less than the major brands yet can play more formats than many of those!!!
$109 AUD (about US $81)