are you burning DVD movies disks or burning backups of your movie files, like avi files?
First of all, most of dvd players don't support multisession if you are burning dvd movies. Come to think of it, I don't think you can even burn multisession dvd movie disk.
If you are backing up your data, you need to check that your reader reads multisession dvd disks. My dvd-rom on IBM T40 doesn't accept multisession disks, will only ready the lastest session.But all my other readers works fine. One more thing, I think only XP can handle multisession dvd (i'm not 100% sure about this)