It may be as simple as changing the brand of DVD-R or DVD+R you are using.
More than likely though your DVD player (especially if its a personal one) isnt set up to accept Microsoft extension dvd files. Try it on someone elses player or burn it again on a different DVD media brand and try it again. If that doesnt work you may have to use a different program to burn them such as Nero.
There are some cheaper players out there that are MS compatible.....I have two made by Apex and they work fine with my movie maker DVD's.
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