I'm slightly confused as to what you mean. If I'm correct in understanding, you have a Samsung monitor, you're playing DVDs/Movies on it but you cant see the close (X) at the top right?
Usually bits of software like Windows Media Player will open in full screen and play the movie. To get the X to appear, you will either need to move the mouse to the top right and see if it pops up. If it doesnt then you will need to double click the image in the middle to make the window/software playing the movie smaller - then you can close it.