Hi Geoff,
1. Usually all DVD players (always 10 years) can play single video files recorded as a data DVD (not DVD-Video). In this case, a DVD player simply will ignore EXE file or other not-supported formats.
2. Please note that many DVD players do not support MP4 video files in H.264 format. Only Blu-ray player can play such video files.
For DVD players please create AVI files in PTE with resolution 720 x 405 (or so). Probably 1024 x 576 will be supported, too.