Yes, it's a big problem with bought tapes as they are "protected" by a special signal which the DVD recorder detects and then tells tyou it won't record for you. Some people think this is unreasonable since you presumably are only making a one off copy for yourself and not distribuing to to others (which would contravene copyright law). If you are stuck and simply want to put all your old VHS movies on to DVD for archive purposes, then Google "Macrovision" or "Macromaster" and see if you can find the box for sale which gets round the problem. They are also often for sale on Ebay. They work!!!
Good luck