It isn't recognising the hardware setup. Go to Start, Control Panel, then click on System. Under system properties, click on Hardware then device manager. It should have a list of stuff in there. It will start at the top in alphabetical order. Partway down you should find DVD/CD Rom drives or similar. Now, assuming that's there, click on the wee + sign beside that it should show you the DVD manufacturer. If it isn't there, the plus sign isn't there, or the DVD/CD Rom category is not there, that means the drive is not being recognised as existing at all. You need to go back to who you got it from in that case as they have done something wrong or have not used a compatible make or model.
It is possible special drivers are required but not normally.