If your DVD player supports DIVX, burn the file to a dvd as a data disk and not a movie disk. As if you are dragging and dropping the movie to another window. Most burning packages will allow you to create a data disk.
Alternatively, if your dvd player doesn't support DIVX you can make a DVD disk and the package will encode the file to DVD format before burning to the disk.
Nero is a good package and will do all of the above.