Right so what was the actual software supplied with the camera - does it have a name ?? - does it include a module to burn discs ??
What did you do to burn your VCD ?? - you can't just copy your video file to a CD and expect it to play, it has to be "prepared" (for want of a better word) or 'authored' into the correct file format and put into the correct folders etc. on the disc before any player will recognise it - if you have the right software this is very easy - hundreds of people do it everyday.
Note that if you do not have a DVD burner but have a CD burner then you will be creating a VCD on a basic CD (There are also SVCD's but we can talk about them later).
For instance one programme which is very basic is Magix Movies have a look here for a bit more info :-
http://site.magix.net/index.php?7764&version=standard - then click on the "how to" button approx middle of the screen.
I personnally use Ulead VideoStudio and if you look here :-
http://www.jonesgroup.net/media/vstutorials.htm
you will see tutorials on how to capture your video and author a Disc using that programme. - but just note that it is an American site and all the settings given are for NTSC you will use slightly different settings as our TV system is PAL.
There are many many more programmes about some very basic for beginners and some very complicated for enthusiasts - we can find one for you.
If you have Windows XP you may find on your computer a programme called Windows MovieMaker this is an excellent programme for capturing and editing but do not try to use it to create a VCD as it produces a very specialised disc which will not play in many players.