It means you are not burning your DVD the correct way. What are you trying to do? It seems that you have a mpg file and trying to burn it as an ISO? If it is an mpeg file, you need to convert it to DVD format. If you have an ISO, you need to burn it as an image to disc:
I see what it was.... Even though I captured at DVD quality it does not make it DVD format so I have to use another program for that and then burn... got it
You can use nero Vision or DVD Flick to convert to DVD-Video format: http://beginwithsoftware.com/videoguides/dvd-flick-guide.html