The DVD-VR mode gives several other features that the DVD-Video mode lacks, such as the ability to edit chapter marks in recordings, record "One-time" recordings, etc. Unfortunately, only DVD-VR compliant DVD players can playback these discs. Other DVD players will usually show 'No Disc', 'Invalid Disc' or some other error.
I would suggest recording in DVD Video mode if you intend playing these discs back in a DVD player, such as the one you have that is not compatible with your DVD-VR discs. One way you can try bringing up the disc menu is to press the 'Menu' button on your DVD player. I have encountered DVD players that have the ability to jump straight to the first title when loading a disc, which skips the menu altogether.