To create a video file to play on a DVD player, you must make a "Video" DVD and not a "Data" DVD. If you are trying to burn the converted files directly to the DVD then probably you are making a "Data" DVD.
DVD burning software, like Nero Vision, contain specific type of DVD project that you can use to create "Video" DVD. Look for a similar setting on your burning software.
You can also convert your video files to DV-AVI files and then use any burning software to burn the videos to DVD-R.