Hi,
Your profile is well updated? it's well OS X Yosemite?
I give you the complete procedure, we'll see if it works or if you still experience the same problem. There's also a thing about DVD+R or DVD-R, check if your DVDs are of the same brand/model than the ones you normally use.
Insert a blank DVD disc. Be sure it's blank.
You'll see an alert that asks you what you want to do with the disc.
Choose "Open Finder" from the Action pop-up menu.
"Open Finder" is the default choice unless you have modified this default in System Preferences -> CDs & DVDs pane.
Your choice could be then:
Open Finder: Mounts the blank disk in the Finder
Open iTunes: Opens iTunes automatically when you insert a blank CD
Open Disk Utility: Opens the Disk Utility application automatically
Open Other Application: Lets you choose the application to use when you insert a blank CD or DVD disc
Run Script: Runs a specified AppleScript when you insert a blank disc.
Click OK. Your blank DVD mounts, and its icon appears in the Sidebar of Finder (on the Desktop too, if this option checked)
Drag files or folders onto the disc icon in the Sidebar (or on its icon on Desktop) until the disc contains all you want.
When you are ready to burn, open its disc icon and click the Burn button (below the Search field near the top right) (or click the Burn button next to the disk’s icon in Finder's Sidebar).
Choose a speed from the "Burn Speed" pop-up menu (the right one should have been detected by default, if you are not totally sure of the quality of your DVDs, choose a slower speed), click the "Burn" button, and you’re done.
Regards.