Depending on the player, its age, and native capabilities, DVDR DL may play fine, half-way, or not at all. It is a well-known limitation, and is the reason why most people do not produce DL DVDRs for others. The most reliable solution is to burn a two-disc set on DVD SL.

That being said, your chances for success will improve, if you:
--Use Verbatim or TY blank media.
--Burn at lower than maximum speed
--Always let the Sony software pick your layer break

Another burning application that will do DL discs (with more or less the same success rate) is called ImgBurn.