Two possibilities.
First, let's rule out the trivial. You stated that it can read data "cds" but not DVD films. Can you read data DVDs, or is this a CD reader? If you're not sure, tell us the model, preferably with a link to the product page.
If it is a DVD reader, are you aware that you need special software to play DVD movies? They have digital rights management and region codes and practically require you to sign your soul away in blood, so only software with the right access technology can play them.