Do you mean a DVD off a disc?
If so do you mean "codec?" If you're getting that error message in whatever player you're using (Windows Media Player / Winamp / PowerDVD whatever) then you can try and web search for a "codec pack" for your player that might help you.
Alternatively (and my preferred method) is to go get VLC Media Player. it will pretty much play anything straight away and its free. (get it here:
http://www.videolan.org/vlc/ )
If you mean a DVD movie type file off your hard drive, like an .MP4 file or .mkv file you might need specialised stuff to play it - either software or hardware. E.g. .mov files only (usually) work in Apple Quicktime Player. Google search the file extension on its own and it'll tell you what type of file it is and what it works with.
If you mean your DVD drive (it is a DVD and not a CD-ROM?) wont read the disc it might be a region issue. You can check and change the region your DVD drive thinks it is in Device Manager (right click My computer desktop icon - select Manage - select Device Manager - select DVD/CD Drives - right click - properties.)
But try VLC first - its easiest.