Videos come in all sorts of formats. Most stand alone dvd players will only play dvd-video, though some can play avi files using either the xvid or divx codecs.
What format is your video in? Does your dvd player have support for avi files? If the player can handle divx avi, it normally has a little divx logo on the front of the player, but you should look in the manual of the player for supported formats.
DVD-video has to be burned appropriately. Not as data. I suggest using ImgBurn (free) to burn to a disk. If you have the complete dvd structure this is fairly simple. Dvd video consists of .vob, .ifo and .bup files contained within a Video_TS folder. If you have that, follow this guide for ImgBurn: http://forum.imgburn.com/index.php?showtopic=4632
You can download ImgBurn here: www.imgburn.com