This just means there were no errors (underruns), it does not mean the sesssions were closed or that the disk was finalized.Same problem. And it looks like the sessions were finalised both times, because it said "CD created successfully".
You say the disks only work in the DVD player? Are you making the CD's as AUDIO CD's? or data cd's?
What file format are you using, if your selecting one, best to stick with the joliet format.
Check in this thread for some other possible solution's to your problems. ie the speed.