OK this is a very common problem with a lot of older players to do with the version of macromedia software used in them. If you go to dvd-recordable.org it gives a guide as to what type of disks(makes and models ect.) will play in which players ect and tips and hints to make them play(unlocking the player regions ect.) There are types of blank media like datawrite red mach4 that will play in almost all dvd players(something to do with the lead in codes on the disks??? the site explains) but this site will guide you to the best types for your player as it is sponsored by almost all blank media and has tested them all on almost every kind of player. Hope this helps.
Sorry forgot to mention that avi and mpeg mpg files have to be converted to iso to play on most dvd players this can be done using an authoring tool like nerovision which is the fastest i find, just in case you havent been doing that first.