Only one thing comes to my mind, but it won't be pretty. Put the files back onto your computer, and delete the folders off the ex drive. Use whatever program you want to turn the files into a zip, rar, iso, etc. And just in case that DVD player can look inside zip rar or iso, rename the 3 letter extension to .jnk, or any other thing you want. Hopefully it will now look like junk to the DVD player and it will just skip it.
Only down side is you'll have to rename it if you ever need to use the data in it, and if you do you'll need a fast way to open it. zip is probably better then iso.