This question has been answered a million times.

Have a look at http://www.dvdrhelp.com/dvdplayers to see what type and brand of recordable DVDs your player supports (or even if it supports them or not).

Possible reasons? Bad media brand. (Try TDK, Maxell, Plextor or Phillips) Or you can try a different type (use DVD-R instead of DVD+R or the other way round).