Finalizing my dvd

I have a problem finalizing my dvds after I burn them. None of them will play in my dvd player, but they play my computer. How do I go about finalizing them so I can play in my dvd player. I tried using Roxio, Div X, and BURN MY FILES software, but none of the will finalize. What am I doing wrong or how can I fix this, because I rather see my movies on the big screen.