when is a mpg not a mpg

[aberboy0]

ive downloaded loadsa music videos,they all play on my pc,yet when i try to burn them nero and others tell me that they r not mpg(expect 4 2 of them)which i thought was strange,i downloaded to check if they were corrupt or something(but they all play on my pc)and it only found the 2.
so my question is.WHAT THE HELL IS HAPPENING,i want to burn them all on to disk but cant as if i ignore nero(it asks if i want to encode them,but if i do it does nothing,just says 100% encoded)but does nothing after that,does not burn),
can someone please help me before the men in white coats drag me off to the local looney bin.

all i want to do is watch them on my dvd player,all of them not just 2 of them

[Truman]

Open the mpg (I hope it is MPEG-1) in VirtualDUB and select file > file information. Tell us the file properties.