Thanks for the reply furballi,
You were right, it is a Windows problem. After removing all the burning software, and cleaning the registry; I was still having the issue. I even try to repair the Windows installation without any luck. Then, I removed my hard drive and did a clean install of Windows XP SP2 on a spare hard drive to verify that this would fix the problem. In fact, after booting for first time, I inserted my burned dvd-r and windows read it without any problem. This confirmed that it is a windows problem.
It is too bad and no one can pinpoint this problem, so people do not have to re-install windows. I will wait some days to see if people come with other solutions before wiping my partition.