Burning Downloaded Videos and Playing on Philips DVP620VR/17

I have a major problem I cannot resolve. I have downloaded several
music videos, and given them all the file extension .mpg, even if they
may not be in that format. I am not sure how to check what format
these downloaded video files are in. That is the first problem. Next,
I have a Pioneer DVD drive in my Acer desktop running XP home edition,
SP2. I downloaded Cheetah DVD Burner as my DVD burning software. I
used a SONY DVD+RW DVD to burn the videos to. I am not sure if the
videos were burned to the DVD because when I viewed the contents of the
DVD I supposedly burned the videos to, there were no files listed. I
put the DVD in my Philips DVP620VR/17 player, but got an error message
that the disc was not playable. I called Philips (which was a great
waste of time), who asked me if the DVD I burned was finalized. I do
not know if it was or if Cheetah DVD Burner includes that function.

So, (1) I am not sure what file format my downloaded music videos are
in and don't know how to check or change the file format.

(2) Is my burning software good, or is there other software that is
better and I should be using?

(3) Is my choice of burning media OK?

(4) Can my DVD player read and play DVDs I burn? If so, what type of
DVD should I burn my downloaded music videos to so I can play them on
my player?

(5) Is my DVD player a model that cannot play DVDs created on a home
PC?

Any help anyone can give will be greatly appreciated.

Thank you.

rijj@bluefrognet.net