Hey Bridgit,
I dont think your doing anything wrong but you will find that some discs just wont play in certain players... I have used the TDK brand and it wont play in my dvd player but it will in the playstation, I only use either Imation or Verbatim as they both seem to be very reliable and play in most players...

Also you need to check if your players support the - or + because that can make a difference as well....