How do I burn a dvd so that it works with every dvd player?

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Heres my delema I have movies files on my computer that I would like to burn onto a dvd to watch on any dvd player but what happens when I burn them using convertXtoDVD 3 only certain dvd players will play it so what am I doing wrong in my process?Basically I want it to be like I just went out and bought the dvd besides the fact that the start screen will be different.Anyone know how to do this?and could you tell me what might be the best program to do this right if the program im already using isant good?