Ok, that means your video is not in dvd format. They are avi files, which may or may not play on stand alone dvd players. Depends on the codecs used and the capabilities of your individual player. Yours apparently doesn’t like these avi files.
First thing…copy them to the hard drive. Highlight all the files on the disk, right click on them, hit copy, then paste to a folder on the hard drive.
Next, I suggest converting to dvd-video format. Use AVStoDVD or DVDFlick or FAVC to convert. Any of those will produce a finished dvd ready to burn to disk. They will all accept multiple avi files and allow you to build a menu to select which one to play.
Be aware that converting to dvd-video will take a lot of room, so you may only be able to fit 2 or 3 files per disk. That depends on the quality you want to preserve…thinking in terms of time I suggest no more than 2 and half hours per disk.
All of the conversion programs I mentioned are free to download and use. Do the actual burning with your favorite burning program, or you can use a free one called ImgBurn. It is my burning program of choice.
Now, I do have a question. Are each of these files a separate episode? Or do you need to combine them to make an episode? If so, do this before conversion. If you do need to do this, use Virtualdub and the Append function.