You must have just got a DVD for Xmas too. Just tonight for the first time I used Nero to make a VCD video disk on a CD-R and yes it played find in my $40 APEX home DVD player.
Nero does work if we assume your DVD player plays VCD format.
Maybe your DVD player is older and therefore don't play/support VCD.
See this thread because I had much the same question as you Bads.
http://betaone.net/index.php?showtopic=30251&st=0&#entry192045