DVD movies are not a format that older versions of Windows can recognise by default (XP has since resolved this).
Therefore you need to be able to decode the signal to view it on your screen. There are at least 3 ways of doing this:-
1/ If your computer is REALLY old (Pre 333Mhz) then you will need to buy a DVD decoder card - this slots into your PC and comes with all the necessary software to view DVD's on your PC.
2/ If your PC is newer, you could go the Microsoft route and download the latest version of Media Player (I think version 9 now). This has DVD support, but the features are very limited (it is free after all).
3/ The final way is to purchase some DVD software. There are MANY of these out there and it really comes down to personal choice.. Software like WinDVD and PowerDVD are popular titles
Windvd - click here
PowerDVD - click here
Media Player 9 - click here
Hope this helps