If you just copied it from iMovie to a DVD you have produced a data DVD that will not play except on your Mac.
If you want to make a video DVD that will play anywhere, i.e. in the standard DVD format of mpeg2, you need to use iDVD, which was made to do exactly that. If you dson't have iDVD (because Apple withdrew it for some fairly daft reasons) you need to purchase iLife 11 from Amazon.
Well worth $40 even if you only install iDVD.
Not all DVD players, particularly older ones, accept some home-made DVDs. Have you tried with different DVDs?
Could be poor media: most of us here recommend Verbatim DVD-R, burned at only 2x or 4x.
If you successfully burned the DVD with iDVD and it plays on your Mac, it is unlikely you did something wrong, but full instructions are here:
A good guide to iDVD 7 can be found here:
Apple's tutorial on iDVD 07/08 is here:
Previewing before burning: