There are no inherent compatibility issues regarding the reading of DVDs on an XP machine that were burned with Windows Vista or Windows 7, provided of course that the DVD drive on the XP computer is compatible with that DVD type (ie DVD-R or DVD+R).
Very often it's the CD/DVD drive itself on which the file was burned to disc, or the brand of media that was used. Are you able to try reading it a different XP machine to perhaps establish that the problem is caused by your particular DVD drive?
Or it may be that the DVD disc is still "open" if you chose the "multisession" option in your burning software or you used Vista's built-in burning utility. In that case, try finalizing the DVD on your Vista PC, then try reading it with XP again.