windows doesn't ship with a dvd decoder.
You need to install either a software or hardware decoder to enable playback. Hardware decoders would be a card you put in the system, while software decoders are included in dvd players like PowerDVD and WinDVD. They can't just be downloaded though, they need to be purchased. You might be able to get a demo however to get playback working, but it will probably only last 30 days or so.