Convert .mov to VCD and burn

I have tried two different software packages, InterVideo and AVS. I am able to convert my .MOV to VCD. I have a Sony DVD player that says it can play a VCD (it will play a slide show of jpegs that I burned onto a cd). I have tried two different types of CD-R brands, memorex and Sony. I burn the converted file onto the cd, pop it into my DVD player and it tells me No Audio and No Image. I have tried to convert to .AVI DivX and to VCD MPEG2 & 4. I get the same result every time. I think I am missing a step somewhere. Any suggestions – thanks.