Grab a copy of ImgBurn (free and probably best burner available), use good media (Taiyo Yuden, Verbatim with Azo dye are generally accepted to be some of the best) or any made in Japan (good article here: http://www.digitalfaq.com/reviews/dvd-media.htm ) and a good rule of thumb is to burn at 1/2 the rated speed of the media (TY likes 8x if rated 8x or 12x if rated 16x). Could be lots of reasons for movies not playing, almost sounds like a codec issue, do they play before burning, what format, are they encoded to DVD specs, WMP won't play a lot (iso, mkv, etc), use VLC (free, uses it's own codecs).
For beginners use DVD+RW (re-writeable media)won't matter if mistakes are made,read guides section if you want to burn specific types of files like avi or mkv etc or turn a dvd video into an avi etc.If you intend to play dvd movies from a comp to view on main tv use cyberlink power dvd as for windows media player install k-lite full pack it will install codec into wmp you then have option of mpc or wmp as your default no matter which you choose either can be activated by desktop icon,install vlc as well you can never have enough players is my motto hehehe
