As far as I know the only non-DVD video format any DVD player has the ability to play is DivX; usually fairly similar to MP4, but a different container. I don't know of any player that'll simply play an MP4 file that's burned onto a disc (though I think the PS3 can do that?).
To convert your file to something a DVD player can handle, you'll need to author a basic DVD (with or without a menu), which can be done with any number of DVD authoring programs. There are some free applications that will do this, and some converting software has the ability to create basic DVD file structures already built in.
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