Hi,
I think what you are doing wrong is not using a dvd burning program. Windows Media Player (some versions) can only write audio cds. For DVDs you should be using something such as Nero (which usually comes bundled with new dvd recorders) or freeware such as imgburn or isoburn. Try using Nero first and see how you get on. There's a lot more info to be had on this website, although some of it is quite technical.
http://www.doom9.org/
BTW computers can usually read and write to any dvd media, it's the playback machine that usually specifies -r / rw or +r / rw. Most dvd players worth buying these days can playback both. Hope you find a solution to your problem.