I take it you have your .VOB, .IFO and .BUP files in a VIDEO_TS folder, and an empty AUDIO_TS folder and that is what you are trying to burn to disk? That is the proper dvd disk structure.
If you are using Nero Express with the "Burn Video Files" option, you highlight all the files inside the VIDEO_TS folder and add them to your project. Nero Express then creates the two folders for you as it burns the disk.
Are you able to burn to these disks normaly, say with data? What burner, type of disks and burning program are you using?