Why do rental movies on DVD ALWAYS play while DVDs that I burn often don't?

You said 'often', which implies that your player DOES sometime play DVD's that you've burned. Under that presumption, here's what I've run into over the last 3 years.

Cheaper players (costing less than $50) just don't seem to have the necessary precision to reliably play burned DVD's. Some of the difference between commercial DVD-ROM and recordable DVD's is the angle of the laser when burning and playing back. That angle can provide great precision, which is also the technology behind the dual-layer concept.

A second possibility is system RAM for burning DVD's. While, technically, you can burn DVD's with only 256 Meg on WIndows XP, you're straining system resources. You really want close to 1 Gig of RAM, and with Vista, at least 2 Gig of RAM.

Third, going back to system resources, you really can't do anything else AT ALL while burning a DVD. So if you're playing a game, surfing the web, even just looking at a folder, errors are likely to be introduced into the buring process. (Supposedly dual core processors help eliminate this problem, but I have tried it yet.)

And lastly (almost), I hate to admit that brand name blanks DO have a lot to do with it. Generic blanks may or may not last; some don't even last beyond burning, literally. I'm told that TDK, Sony, a few others, are very good; me, I've had absolutely no problem since I switched to Maxell.

And really lastly, recordable DVD's don't seem to have as much scratch protection, so extra care is mandatory to prevent damage that renders them unplayable. Just like old vinyl records, only handle them by the edge, always keep them in protective sleeves, and keep some 90% isopropyl alcohol in a small spray bottle (cheap & available at all drug stores) around for occasional cleaning. Never scrub, only use a gentle cloth.

could be that your dvd player doesnt recognize that type of cd you might need a different type of cd or dvd player

It's the file format that causes that problem. Try different formats and see which one plays

fairyros' answer is right on, it's your DVD player, but it doesn't mean that you have a shitty DVD player, it's just that you need a DVD player that can play CD-R and CD-RW also

it works for me after I got a DVD/CD/CD-R/CD-RW player, now i can even watch bootleg movies