Stockpicker,
Just to add to what charlie s charlie said, not only are there some media makers that your DVD Player might not like, but there are many DVD Disks now (DVD-R, DVD+R, DVD-RW, DVD+RW) and that could be the problem too.
Do check here for your model DVD Player:
DVD Player VCD,SVCD,CD-R/W,DVD±R/W Compatibility list
Take Care,
Richard