Older dvd players cannot play data dvd's , only newer divx compatible players can play them.
So if you wish to play them on such a dvd player, you would have to first convert the files to a dvd format.
There are many softwares which do both the conversion and burning for you. If you are using windows vista, you can use windows dvd maker.
Otherwise Total Video converter is a very good option.
But beware that the conversion process takes a lot of time ( say an hour for a 2 hour video or may be even more)