Welcome to the forums gomeai01.
Playing disks that you have burned on a stand alone player requires a few things to be done correctly. And it also depends on the capabilities of your player.
First off, we have to know what kind of movies you are talking about. Are these commercially made dvds that you have ripped to the hard drive, then tried to burn to other disks? Or are these video files in other formats, like avi or mp4 or mkv files?
DVD players can always play dvd-video. Some can play avi files also. The most compatible avi files use xvid or divx video codecs when making them. Those dvd players with the ability to play avi files usually have a Divx logo on the front of the player.
So examine the files you have now and find out what they are exactly. You can do this with MediaInfo or Gspot video utility. http://mediainfo.sourceforge.net/en
If they are already dvd-video, you can burn to blank dvds. I recommend using good quality blank dvds like Verbatim brand, and burn them at a moderate speed. 8x for 16x speed disks is usually a safe speed.
If they are something else, and your player doesn't have support for them, you'll need to convert to dvd-video. I'd recommend DVDFlick for this. It is free and it can be set up to do the entire process from conversion straight to the burning of the video to the disk. You can find it here: http://www.dvdflick.net/