I don't know how you create it specifically with your program, but the principle is as follows.
A video DVD (ie a normal DVD which you can play in a domestic DVD player) contains at the top level, two folders "VIDEO_TS" and "AUDO_TS".

You need to burn a DVD with these and a THIRD top level folder called EXTRAS (and I'm pretty sure it HAS to becalled EXTRAS). Put your additional files in that folder.

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Tim