Why does my DVD player say "play prohibited" when I put in a DVD-R?

I have a Samsung HT-Q40. Its a 5 disc changer / home theature in a box. It will play stamped DVD's and even most Divx/Xvid CD's just fine, but when I put in a movie I've copied with AnyDVD/CloneDVD2 on a DVD-R into it, it will just say "Play Prohibited". Wondering if it is because the disk is probably region free? I think that may be default of AnyDVD or CloneDVD2 to set that. Any other ideas? Maybe someone can suggest a forum for me to post this question to. Thanks.