I think its a bit of a mindfield with no real definitive answer imo. I have a Philips dvd recorder, the same make and model as 2 other friends and the Divx playback of the same DVD varies between all players especially when using a DVD with a number of files on it.
Like you I can watch a film with no problems but the same film on my mates dvd player will not play for the duration, to top it off some films wont play on mine yet they play on the others

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I've found using CDR's seems to sort the compatibility out, especially when using Nero and ticking the Divx compatibility box just before burning....The only problem is you can't fit multiple video files on a CD