Just check whether you DVD supports .avi or divx codec, coz there are so many DVD players in market which play DVD, but only some of them (The one which supports any media like CDR, CDRW, DVDR/RW or avi, DIVX) can play the movies which are been downloaded from internet.
In simple words just check whther your DVD supports DIVX format & also let me know whether you r burning it as a data DVD or DVD Video (Video DVD)