Burning movie files to disk

Hello,
i Have a Windows Vista Basic Asus laptop and have been trying to burn a MKV file to a dvd recordable disk so i can play it in a dvd player, it's burned the disk but when i insert it in the dvd player it says unknown disk, i was just wondering if it is possible to burn movie and music files to disk that would play in normal cd and dvd players?
If anyone knows how i would highly appreciate your advice and help.

Thank you so much!