I recently discovered that I was able to burn DVD-Rs in iDVD (useful only for video) but not in Finder (useful for data files): when I clicked "Burn Disc," the only burn speed available in the drop-down list box was "0x" and the burn would fail with an error message indicating that the disc type was not supported.
After way more googling than should have been necessary -- apparently this isn't a very common problem -- I finally happened upon a freeware tool called
PatchBurn. It's intended to enable support for burning on drives that aren't officially supported by Apple, but it did the trick in this case as well.
p.s. Parallels Desktop continues to amaze me.