Good media won't fix the episode problem, but it will cure most skippings, pauses, etc.... Check out other comments about Staples DVDs. Be more specific about the playback issue. You said the DVD would not play???
You can set the Sony to set the booktype of DVD+R media to DVD-ROM. This may help with the playback. Most newer DVD players (2 years old) should work with DVD+R media. El cheapo players may need to see DVD-ROM or DVD-R.
DVDCopy 3 comes with a trial period. Always make sure that the application does what you want it to do before forking over your $. I hope you didn't paid full price for this software, because you still need a decoder to backup movies.
Perhaps they could refund your $ it it has only been a few days.