They are different formats (a bit like VHS and Betamax video (if you can remember that far back!)
The one you should choose depends on two things:
(1) The type of DVD writer you have got installed on your computer (it may do both if it's one of these fancy 'multi-burner' things).
(2) The types of DVD format that your DVD player will accept (Sony DVD players will accept both).
Hope that helps.