I downloaded Divx software & it won't play in my dvd player?

I downloaded Divx software from Divx.com I thought it was going to help me so I can put video files on a DvD+R & play them in my Sony DvD player. I put the file in the Divx player then clicked transfer to DvD player. It took 6mins for the file to be done. I tryed it in my dvd player & nothing came up. I have a HP Pavilion a6242n-b Desktop computer it says it came with a DvD burner. Is the video file sopost a certon type? ... MPEG, WMV, AVI, MP4? Can someone help me?? Did i miss something else I'm new to all of this.
 
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