Hello Martin and welcome to this forum.
In the first instance you should contact the vendor you ordered the DVD from and if that fails, if possible, cancel your means of payment.
If you can't get any satisfaction from the vendor your next port of call should be Citizens Advice and/or Trading Standards.
The following explains what this forum is actually intended for:-
Need some advice about what to buy and where to buy it? Not sure which supplier to use? Maybe your supplier treated you badly, or maybe you received excellent service. Perhaps you're not sure about current consumer legislation. Whether you want to air a complaint or hand out praise, share your experience with us all, here in Consumer Rights Advice.