Are you using DVD -R? If so, I've had the same problem. From what I've been able to gather from various forums on the Net, Windows XP has driver issues when it comes to DVD -R media. If you look under My Computer at your DVD burner before you put in a DVD -R it (the drive) appears as what it is-- a DVD drive. But when you put a blank DVD -R in it it will change to a "Cd-ROM" drive in My Computer. And if you right click on the drive and click on "Properties" in the menu it shows a DVD -R with 0 data on it and 0 data free.
From what I've been able to glean, some programs have a problem burning DVD's to DVD -R media because of this problem. If you have a drive capable of burning to DVD +R, DVD -RW, or DVD +RW you can probably use one of those. I haven't seen any indications those have problems online. I don't know because my burner is an ancient (in computer terms) DVD-RAM/DVD -R drive so I can't use those media. My solution was to find a free burning program that takes the folder containing the AUDIO_TS and VIDEO_TS folders and burning them to the DVD.
The particular program I use is called IMGBurn from www.imgburn.com
The Pink Phantom