The installation of a DVD-ROM drive under XP should be nothing more than
powering off, attaching it and attaching a power source to it, then
rebooting. XP should detect new hardware and do the rest.
However, all this will give give you a device that can read data DVDs and
CDs, NOT one that can play movies.
For movies you need to install some additional (third party = non-Microsoft)
software. Usually such software comes with the DVD-ROM hardware, but not
always. Futher, there may still be a few DVD-ROMs that have pre-XP
software, which will not work under XP.
So, if your drive came with movie software, beyond just a driver set,
install it. If the installation is succesful, then try opening the software
first, then using it to play a movie DVD second. Merely inserting a movie
into the drive may not cause it to play. If the movie still does not play,
check with the software vendor for any updates, or get a new software. I
use Power DVD.