Quite a few top end DVD players will not play copied dvds. For playing copied dvds I always used a cheap dvd player like the ones from Asda or Tesco's for about £10 to £15 and never had a problem.
There may be a code you can enter that will hack the device. That used to be the way of doing it previously, but as most people said, the cheap dvd players were the ones that played anything.
Sometimes the encoding software that creates the dvd files makes a none standard dvd. What software are you using to make the files and then burn them?