Yes, as Tooki said, I find it hard to believe that it's a region problem, since you would have to go way out of your way to add region coding to a home-burned DVD. I wonder if the MacBook isn't just having trouble reading the DVD-R it's burned on. Of course, that would usually give you a message about a dirty or scratched disc.
Just to clarify, Yakov, is it actually coming up with a dialog asking you if you want to change your region? If so, what region does it say the disc is? Usually if you insert a disc from another region, a dialog like that will appear, giving you the chance to change your drive's region. If it's not this dialog, what is the message that appears?