You have two problems rolled into one.
On many systems, when a DVD is playing, detect the system as idle and kick
in the screen saver. If the system is set to go to the welcome screen on
resume, this logs the user off. Hence, when you are playing a DVD, you need
to either turn off the screen saver (set it to none) and/or remove the check
from On Resume, display Welcome screen. All the options are there.
Above I said either/or. It's possible simply removing the check from "On
Resume" will resolve the issue as the screen saver may kick in but under the
media player playing the DVD, hence you won't see it. On the other hand, if
you see the screen saver, you will need to turn that off as well. NOTE:
this is a common issue, game players are used to this as often the system
will detect the PC as idle during game play if there happens to be no mouse
or keyboard activity, hence, even many games include instructions to turn
off the screen saver during game play.
Open Control Panel, open Display, go to the Screen saver tab.