How’s it going?
Unfortunately, in my experience I’ve never seen Windows Media Player plays back footage that wasn’t square pixels. That said, if you use VLC, which is a free media player, you can manually set the aspect ratio so that you can see how the video was intended to be watched.
As for the DVD, whether or not Windows plays back the file right or not, it was exported as an anamorphic dv avi, all you need should need to do is set the project to 16:9 in your dvd authoring program. That will flag the player to adjust the video for the proper aspect ratio. So it’s possible that you may have set your dvd project for 4:3. If that’s not the case, for whatever reason, your DVD player isn’t adjusting for that, so as said in the other post, there should be an option by using the DVD remote, to adjust the aspect ration.
Hope that helps!