just some advice/suggestions

hi there,i have a stand alone divx dvd player which i was led to believe played back films created on disc in data format.now the problem i have is that the player only seems to play back on certain discs,others just simply dont play at all.so i was just wondering if anyone new why this was happening and could give any advice on me being able to play all brands of dvd+r on the player.thanks to anyone in advance who replys with advice or suggetions.