Can't Workout How To Format A DVD-R Disc

Last night I managed to copy some photographs onto a CD- R disc and they played on the TV through a DVD player. This evening I attempted to load some photographs onto some discs which came with no marking on them so they must have been cheap. The outer cover of the discs said,DVD-R and when I attempted to start to use them a message which I set out below came up saying the disc needed formatting. I looked up how to format a disc and I followed the instructions as far as I could which I set out below.

1. Insert a disc into your computer's CD or DVD drive. I did that.
2. In the dialog box that appears, click Burn files to disc. That did come up.
3. In the Burn a disc dialog box, type a name for your new disc. I did that.

Another box came up asking. How do you want to use this disc? Like a USB flash drive. With a CD/DVD player and I clicked onto the With a CD/DVD player.I then clicked onto next.A large empty box with nothing in it came up and a small block came up saying. Windows can't read the disc in drive D: Make sure that the disc uses a format that Windows recognizes. If the disc is unformatted, you need to format it before using it.From then on in I was stuffed because there were no formatting options to be seen. Any suggestions will be welcome although the thought crossed my mind that pherhaps I need to buy some CD-R discs but I thought I should use DVD discs.