Finder’s really not great at making video DVDs that all players will recognize. You have a couple of options:
1) Get Roxio Toast ($79) and use that to burn you DVDs.
2) Did you make this DVD image with DVD Studio Pro? instead of building it to the desktop, just burn the disk from inside the DVD SP project.
3) Ask around here or search google to see if there’s something LIKE toast, but cheaper. I don’t know of any, but I’ve never really looked.