Might be different things. You'd first have to narrow down the problem to find out whether e.g. the data on the disc cannot be read at all or whether it was possibly encoded in the wrong video format (e.g. PAL instead of NTSC or vice versa). Can you read and play back the disc on the computer (using a DVD playing software)? When you browse it on the computer, do you see the "VIDEO_TS" folder on it?

Depending on where you're located or where your equipment is from, you need PAL or NTSC video mode. NTSC would be for e.g. North America and Japan, PAL would be for e.g. Europe and Australia. The program will normally default to the correct mode for your location (based on the Windows locale settings), but you should double-check and manually correct this once you get to the encoding and burning stage by accessing the MPEG encoder settings and choosing a suitable NTSC or PAL preset. Burn the DVD blank at slow speeds to avoid readability problems with the resulting disc.

I hope this helps.