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DVD created in Photostory will not play on all players. Why?
Absolutely no idea, without a lot more information from you. This pinned post will give you some idea of what we really need to know if we are to have any chance of helping you.
With reference to the specific question you ask, what exact format of recordable DVD are you using. DVD+R, DVD-R, DVD RW or even DVD D/L? It is an unfortunate fact of life that not all blank discs are "created equal" and not all DVD players will play all formats of disc.