Did you use bitsetting? (It's a way of fooling DVD players into thinking it's a proffesional disk)
Second question, it is burnt as a DVD? With .vob and .ifo files (amongst others). It could have burnt as an AVI (i don't know the software) in which case a lot of DVD players won't recognise the file.
The format of the disk is important, R+ with bitsetting is suposed to be the most compatible, followed by R-, with R+ (without bitsetting) as a poor last. I burnt a load of DVDs on R- a while back, they worked on my players. I then bought some R+, without bitsetting they only worked on some DVD players, with it they've worked on every one i've tried.