Mpeg 4 is a format that includes Xvid, Divx and others, plus the new HD variants including H264.
They are all AVI (Audio/Video/Interface).
If your particular DVD player has Divx codecs and Xvid codecs, most Mpeg 4 ones do usually, then it should be able to play them back if you just burn an Xvid or Divx as data.
I used to burn all my mpeg 1, 2 and 4 films as data for my Yamada and only had problems when newer versions of the codecs came out that the player didnt support.
It may be that if you are burning films with the latest codecs then your player wont recognise them so you need to convert to a different format that it can decode.
Have you looked to see if there is a firmware update for your DVD player as that may allow it to play the later codecs.