Check your project settings.

For DVD burning try the default template first.

1. File > Project Properties

2. Set 'Edit File Format' to MPEG files and hit the Enter key

3. Click the 'Compression' tab and set the 'Media type:' to PAL DVD (or NTSC DVD if you are in North America)

4. Clear any temporary files from the Preview Manager (Tools > Preveiw File Manager > Delete All) and re-render your project by pressing play.

Good luck

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IBM A51p with 160Gb Boot Disk, 160Gb external Firewire Disk, 2Gb Memory and a super duper sound card, 17\" TFT Monitor etc etc etc
Sony TRV33e : Sony TRV310e : Canon XM2
ULead products mostly including Mediastudio Pro (V8.0), Video Studio 8, Movie Factory 2.0, Premiere Elements

Remember, there is always more to learn than there is to teach.