DVD's do not change pixel shape when playing. Video is non-square pixel, and that's it, there's no changing that once you hit the FCP timeline, export a QT file, make a DVD. So that's not what's happening. You have something changing playback settings from non-anamorphic to anamorphic when you play back. These settings are manual and in the DVD player itself, be it the DVDSP preview window, the OS X DVD player software, or a set top box.
So, there are no "pixel shape" settings anywhere.
You can set the "Display Mode" for any given Menu or Track in DVDSP. It is not set for the disc overall, as it's not a global setting in the DVD specs. For Menus it's in the Menu tab of the browser. For Tracks its in the General tab of the Browser.
Go through all tracks and menus and verify the Display Mode is set to 4:3 for each and every one of them.