The pre-recorded DVDs you buy (such as feature films) use the VOB file format, so all DVD players can recognise disks with VOB movies. At one time it was the only format recognised, but these days most DVD players can also handle a variety of other formats (which are often labelled on the the player) recorded onto DVD-R (or DVD-RW) disks. The most common of these is probably Mpeg, so try that.