The finalizing disk option is available only before you start the burning process. After you add your data to the disk and click Next, an option will because available which you can select to finalize your disk. However, this might not the the reason why you can't play the disk on a regular DVD player. Before you burn a DVD that you want to play on an external DVD player, you need to make sure that your files are in a compatible format that can be played on the external device. Also, make sure that you choose the smallest burning speed because this can also cause reading problems.