Why can\'t I play a DVD that I burned on my laptop in a DVD player?

maybe because the way you burned it wasn't the appropriate way ...

maybe you burned it as a file or iso, image ... you got to change some settings to burn a dvd

DVD videos are in VOB files(thats an Mpeg file in its own sense)

The problem is most "Downloaded" files are AVI/MKV ect. those will only play on some players(DivX certified players will play most AVI files).

If you want it to be a DVD, you either have to covert it to MPEG then use software to split it into VOB files or just use a software that takes ANYTHING and converts it and burns it to DVD.