To finalise it put it back in the dvd recorder it was made in and choose finalise disc from the options / tools menu.
If the disc was burnt in a pc dvd recorder( rather than one that sits next to the telly) , then the disc should already be finalised and ready to use as long as you chose to make a video dvd not a data dvd.
A data dvd can be any type of file (in this case possibly an avi / quicktime / mp4 / flv video file) which can be played on a pc but not a dvd player.
Some older DVD players will not play all of the formats - DVDRW; DVD-R; DVD+R; etc. Check yours out and chose the correct DVD format disk next time you record one.