You will lose nothing if you Save Project File AS routinely, giving it a unique # or name, so as not to overwrite prior saves. Using Save Project Files (no AS) will overwrite.
Try the suggestions above. If no joy, follow the instructions above to share your project, and someone will have a look. Issues are usually quickly solved.
As for burning to DVD, an mp4 export is fine. Use any burning software.
But there's no need for that intermediate mp4 step. In Videopad, simply export as a DVD (Movie). The button is on the toolbar. 
Initially it's best to burn to DVD-RW (rewritable) media, so a disc isn't wasted. Those disks can be erased and burned repeatedly.