DVD Burning

I have just purchased a new computer, with a combo CD/DVD drive. I have also purchased Roxio Easy CD-R/DVD software. My question is, since I have been hearing stories about downloading movies to the computer, and then burning them to DVD, such as code incompatability, how can I determine whether or not my dvd will play on a DVD player, and what type of discs should I purchase to increase the likelihood of playable dvds? I plan to use WinMx and Kazaa to copy files.