You basically don't need to worry about this. ISO9660 is the spec for optical media; all CD/DVD authoring apps support it. And, technically, while UDF is the spec for DVDs, UDF is just an offshoot of ISO9660. What I think Denon was actually trying to say is that if you use /R or /RW media you must burn & close a single session, not create a multisession disk. Writing & closing a single session is the default when you burn a CD or DVD; you would normally have to enable a multisession write in order to not close the disk.
The bigger question is ... are you expecting to create SACD disks (audio 5.1) or just write audio files (MP3, AIFF, FLAC, etc) to DVD media? Your Denon player can handle both, but they are different and I do not know of any consumer-level apps that can produce SACDs.
And a further question is how are you going to obtain/produce your hi res audio files in the first place? Toast, for example, supports hi res audio but if the source audio isn't already hi res to begin with, no conversion to hi res is going to improve the audio and may in fact degrade it.