If you have other burning software that load into your system tray like Nero InCD or Roxio EZCD Creator, please unload or disable them from running for the time being.
Make sure your DVD burner supports the media that you used. There are basically two types of DVD for burning, the [+ +] and the [- -] formats. Check which one your burner supports. If your burner supports both, try interchanging from [+ +] to [- -] and vice versa. Try other brands of DVD blank discs as well. Your burner might be incompatible with that particular brand or the speed of disc that you used.
Windows XP has the capability of burning data disc via drag and drop into your DVD/CD writer drive. Then with just a click of the button, it will execute the write process of the data disc. Use Windows Explorer to browse through your DVD drive and check if there are any files there that are ready to burn. An indication of this is if you see files there that are transparent or looks like "hidden" files. You might have dragged it there by accident. Delete the files. Otherwise, you won't be able to use it for burning with other applications.
TIP: Use the lowest possible burning speed. This will increase the compatibility of your finished DVD with different DVD Players.