I take it that your player doesn't play the following discs Vcd's,Cd-r,Cd-rw,Dvd-r.These discs are comon when it comes to watching copies on a dvd player.I have never seen anything you could buy that would make your player play these types of discs.However i could be wrong.Have you had the player for long? if you have just had it you could try and return it and go for a dvd player that lets you plays those type of discs i have mentioned.
what model is it? If you go to
http://www.dvdrhelp.com/dvdhacks
you can enter the name of your player and search for a hack on there. Good luck(its dead easy!)