Don't know if DVD-Rs need to be format

Hello, I am using Windows XP Home Edition and want to start using DVDs for copying music, movies, pictures from other websites if possible. Got confused about DVD-R and DVD-RW when reading about them but what I read indicated DVD-R was the best to use with my version of Windows. The problem is I don't know if the DVD-Rs have to be formatted first. Some readings said yes other said no they come pre-formatted. I am confused. Tried to copy some files and they did copy to the DVD but when I trid to access them from th DVD, nothing happened. So basically, I guess I need to know the steps in how to format the DVD-Rs. I am need info about burning them. When do I burn them? After they are formatted or after I copy info? Couldn't find specific info about when to do it. Need help from a computer educated person out there to explain things to me. I sent similar message before this but my account says I sent no messages; so forgive me if you find a duplication of this message. My email is masked (whatever that means) but I would like to get replies at waynelad1@hotmail.com

Thanks hope someone can help me out before I proceed