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.
COMPAQ something or other with 500Gb Boot Disk, 1Tb external Firewire Disk, 4Gb Memory and a super duper sound card, 19" TFT Monitor etc etc etc
Sony TRV33e : Sony TRV310e : Canon XM2
Sony Vegas Studio editions to v11
Remember, there is always more to learn than there is to teach.