Can I use "any" DVD writer with my Sony Handycam recorder?

I recently purchased a small Sony Handycam video recorder (DCR-SX45), and want to buy a DVD writer so I can directly record my videos on DVDs. However, when I went to an electronics store, the salesperson told me that only “certain” DVD writers are compatible with my Sony Handycam. Can anyone recommend a good DVD writer that is “compatible” with my camcorder, or was the salesperson wrong and all DVD writers are usable?