Theres a few possabilities. One is that the disk needs to be finalised, another is that the other DVD player does not play that format of disk, by this I mean that some dvd players and recorders will only read +R or -R disks. Or it could be that you are using an RW disk and it might not like that.
To be honest I think you will just have to fiddle about and try various options to see if it makes a difference.
Try finalising it first and see if that works, try another type/brand of disk.
You could always try it on someone elses dvd player and if it works ok on theres then that tells you its friends player that does not like the disk.
Its somewhere to start anyway.