If you are refering to a video file, then you need to convert it using the dvd burner software or else, a pre-converter program before burning. The disk must also be burnt as a dvd-video disk not a data disk. Also, be sure your dvd player can play both dvd+/- as some players will only play one of those types. Also some players are fussy about brand of dvd-r you use. Also some players don't play dvd rw so be sure you used a dvd R disk or else only use a dvd rw disk if your player supports it. Googling your brand & model or checking the manual pf upir dvd player will often tell you this information.

Oh only the newest dvd players can play mpeg4/divx disks. Thus you need to reconvert any other video format into mpeg 2 even if it is already mpeg 2 since it needs to be muxed differently.