A:
First, make sure the external DVD player supports the format of the burned DVD you are playing. In this particular case, the specifications say that of the usual formats such as CD, CD-R, CD-RW, DVD, DVD-R/RW, DVD+R/RW, MP3, WMA & WAVE, ONLY DVD & CD are supported. This may mean you will never be able to get it to recognize a burned disc. You will only be able to play factory originals.
You may be failing to close the session on your DVD burn. When you insert the blank disk, most Windows versions will ask if you want to format the disk. If you have an app/program that you use to burn DVDs cancel the formatting and rely on the program's wizard, closing the session at the end.
The two formatting options given in Windows result in different types of disks. One let's you use the DVD somewhat like a USB thumb drive. It doesn't close the session, which allows you to record more data on the disk at a later time. If the DVD you use is re-writable, you can also erase/replace data. This type is useable between computers that run the same or later versions of Windows.
The second option allows you to burn a disk of data and then closes the disk so that it is playable in most CD or DVD players. If you are using the Windows burning software to burn DVDs, your external player needs to be able to play the format of the data. Many CD & DVD players will play MP#'s or other formats that computers use. Windows can burn this type of DVD, and should be able to play it back on a machine that supports the file types. Windows will NOT allow you to insert a factory burned DVD, copy the information & burn it to a blank DVD. Even when you have done so & closed the session, the DVD will likely be unplayable in an external player. This is piracy, and Windows systems are on the side of the big studios, deliberately leaving out the soundtrack or other essential parts of the movie's data.