Well, in order to play the movie files, you can't simply copy them to the DVD, you need to "Authorize" the DVD. "Authoring" means creating a DVD that plays in DVD player, and you are the author of the production.
I bet what you did was simply copying the files, wich a computer will be able to read, but not DVD players wich has a dumb OS. DVD players can only read/play authorized content.
So, in order to create this, you can use a program in Windows to create DVD, I can't remember the name, but I can tell you that is AWESOME, I have used before, no need for 3rd parties (Vista and above, XP sucks for this) In the authoring process, you gonna create MENUS, put soundtrack in the background of the menus, links to chpaters etc....After all, YOU GONNA CREATE A DVD!!! Just like the ones you rent/buyhttp://www.youtube.com/watch?v=HhlBtLvaZEo