Jay
I personally use Datasafe Gen 3 DVD-R for DVD movies, but not for PS2 as I had the same problem as you. I found that on some games they worked fine and others (I think it was actually Medal of Honour) they were crap.
For the best cheaper media go for Traxdata DVD-R (from
www.bigpockets.co.uk or
www.121cdr.co.uk at £1.09 each).
Procedure-wise you are doing nothing wrong, just using the wrong DVD-R. Stay away from doing direct burns (on the fly).
Hope this helps, let us know how you get on.