PowerDVD and WinDVD knows how to read .VOB (DVD Format files) since they are DVD Player Software.
Window Media Player probably needs proper codec to play DVD Format files.
Download the K-Lite Mega Pack v1.36 --> http://www.codecguide.com/download_mega.htm
Select PlayBack only, and it will install all needed codec to playback pretty much everything !
Then Media Player should have all the needed codec to play those DVD files.
You talked about Real Player, if you have Real Player installed, do not install the Real Player Alternative, in case it "screws" up your Real Player installation.
Now for your Play Station, if you used DVD+RW I assume you burned them at 2.4x ?
I know PS2 are picky, so maybe try a different brand of media !
And burn them SLOW, 2x or 4x max.
Buy the best quality (Taiyo Yuden, Verbatim, TDK DVD-R)
Most stuff made in Japan is pretty good.
Keep away from Made in Taiwan, like Memorex, they are the worst !!!
They are made by CMC Magnetics !