This could be one of five things usually.
1, you need to use a slower recording speed when writing the DVD
2, your DVD media isn't very good for DVD video
3, your DVD burner doesn't burn DVD's your player is happy with
4, your player doesn't like recorded DVD's
5, bad encoding
A firmware update for your recorder might help, as may changing the burn speed to something slower. You might also like to check your codecs, and/or try a different authoring program (despite my problems with Nero's bloat, I'm quite fond of the Nero Vision that ships with nero 7 premium at the moment. It worked great for me when all else failed).