When you "…burn a DVD", you're burning files onto a disc that is labelled DVD because it's capable of holding and playing DVD content, that is a file or files configured the way the player wants them to show you a menu with choices, and let you pick the ones to play. That does not make the disc you burned a playable DVD. Not even when we all call that disc "…a DVD".
Look for software that assembles and converts your stuff into DVD format which you then burn. iDVD is the app that Apple bundles free with their machines, and there are free downloadable apps on the web.