Save it as an mp4 then simply import it into DVDFlick and click create DVD... I've done this with thousands of things I've created and it's never failed me yet.
DVDFlick is by far the easiest and in my opinion the best software to accomplish this..giver another try..
IF the DVDFlick is a no go with you, here is the way to achieve it using Windows Movie Maker...
-To create DVDs that can be viewed on another device you must choose the Mastered option and you must finalize the DVD.
Discs formatted with the Mastered option:
Do not copy files immediately, meaning you need to select the entire collection of files that you want to copy to the disc, and then burn them all at once.
-Are convenient if you want to burn a large collection of files, such as a music CD.
-Are compatible with older computers and devices such as CD players and DVD players.
Close or finalize a CD or DVD:
Before you can use a recordable disc (such as CD-R, DVD-R, or DVD+R) formatted with the Live File System format in other computers and devices, you need to close the current disc session to prepare the disc for use. By default, Windows closes your disc automatically when it is ejected.
To close a disc automatically:
Press the Eject button on your computer's disc drive.
Windows automatically closes the current session. This consumes 20 megabytes (MB) of disc space and can take several minutes.