Why can't I copy Itunes Музыка Видео that I bought onto a DVD?

Every time I enter a DVD into my computer and click burn to disk it spits the disk back out and says please insert blank disk. I don't know why. When, I copy songs to a blank CD I don't have a problem and I do it the same way expect I press Auto CD. However, when I insert the blank DVD it doesn't have a selection to chose DVD, which is probably part of the problem. Anyways, I'm hoping someone could help me out here!