Most likely your DVD player does not support the format of the files on the DVD. This is related to a bad burning regarding settings configuration. Please open your favorite burning application and select DVD_VIDEO as template. Add your files to the DVD, then burn it. There is no need to convert it to a format because the burn template already applies the necessary settings so that you can make it DVD player compatible.
It is recommended to convert the file to AVI or MPG.
For converting you can use Mediacoder as it's a good application for transcoding files to other formats. Download and install the application, then use the Add button to add the files to the queue job followed by Settings to select the output format. Once it finishes the job, burn the DVD as instructed above. The DVD player will now play the file without any errors.