Burning Divx videos...having problems playing certain one's....?

I recently downloaded and burned a few movies in Divx format to a regular DVD. I normally put 3 or 4 movies on the same DVD. The problem is that when I try playing a certain movie on my Divx DVD player, it plays one that i did not click on. For instance, I went to click on "My Cousin Vinny" and it kept playing "The Da Vinci Code". This happens to me all the time and I don't know why. Can anybody help. Thanks...