Andersp:
Well I don't know any Sony model that doesn't play VCD... I know some models that don't play SVCD, I personnaly have one.
So I guess the problem is in how you burn your movie files. Ok lets say this in simple methods:
You have for instances an avi movie that you want to put on a VCD. So first you should put on Mpeg1 format. Then you should go to Nero and say you want to burn a VCD Video disk. Third Nero should check if the file its okay for the operation.
Finnaly you can add Chapters and thumbnails to your movie. Then Nero order to your burner to burn. Then the Sony player should recognize this. If not I'll say your player doesn't go with VCD's... ;-)