Davellis,
You are not doing anything wrong – PAL 16:9 DV has the same number of pixels as 4:3: 720Wx576H.
What happens is that upon playback, if the file is flagged as anamorphic 16:9, it is stretched out horizontally. It is the same number of pixels, it is just displayed differently.
Now, if you are exporting a file for use in a VIDEO application (FCP editing, or to go to DVD, for example) then leave it this way, and make sure your settings are correct at the other end (eg, the anamorphic tick box is set for the file within FCP, or that your DVD is set to 16:9). If you are exporting for web, say, then you will have to correct your pixels accordingly as Andreas has suggested.
This may also be of use:
https://homepage.mac.com/sith33/FileSharing34.html
Enzo Tedeschi
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Editor
Sydney, Australia