You can finalise the disks with ImgBurn (Tools->Drive->Close->Disk). This may or may not solve your problem. Check in your manual to find out what type of disks your unit supports, i.e. DVD+R, DVD-R, DVD+RW, DVD-RW, etc.
It's also worth checking if your unit supports playback of region-free DVD Video disks. If not then set the region of your recorded disks to match the region of your player (DVDShrink can do this for you.)
P.S. the 'invalid key' message has me thinking that your machine might only support playback of commercial disks and so is expecting a CSS protected disk.