When I render to MPEG2 and play back in Windows Media Player it plays back all
fuzzy with horizontal lines? Are my settings wrong? I would like to export into
DVDA and burn to DVD to play in DVD Player.
I'm not sure what fuzzy would be, but the horizontal lines are normal when viewing an MPEG2 on your computer that was rendered for TV. The file you have sounds correct for DVD and should look correct once burned on DVD and played on your DVD player.
If you want to view this file on your computer without the horizontal lines, you could create a new MPEG2 render preset that has "Progressive" as the field order. I do this to create MPEG2s for my laptop to show people as demos.