Windows movie maker is fine to create the movie, but to get it to play on a standard DVD player, you will need to use your CD writing software to write a Video CD (VCD).
If you let us know which CD software you use someone should be able to talk you through the stages.
Most CD writing SW allows you to choose what you are creating at the start, i.e. Data CD, Video CD.. etc..
After choosing Video CD, it should then let you point to your created movie, and author the Video CD automatically for you.
P.S. How's your new MESH been so far?