DVD Recording problems?

[Rusty2]

Hi I am a newbie to this site, maybe someone here can help..
My PC (Win XP) has a DVD burner and I am using Burn4free.
It will record to DVD + RW but these cannot be played on my
stand-alone SONY DVD player (reads nothing). When i put DVD-R
in it goes thru the process ...either records nothing to the whole
disk nothing..or tells me this is not a write-able disc..
I would "finalize" the DVD-RW disc if I had to, but can't see how it's done
and it does'nt seem to be a necessary option.
Am I using the wrong discs? Or are the wrong brands?
I look forward to some wisdom on this...Cheers