Try this:
Go to Start/Control Panel, and double-click on Folder Options.
Now go to the 3rd tab - "File Types"....on my system (XP-Pro SP2 v5.1), near the top of the list, is an entry that looks like (NONE) - DVD, (listed under Extensions - File Types).
Highlight it, and see what you can change under the Advanced-button below.
Not sure if this will help you, as I never touched those settings myself.
I think that you once made a mistake after inserting a dvd: like checking "always perform this action" at the popup menu that you got back then, and you picked "Open in Windows Explorer"?
Anyway, maybe I'm pointing you into the right direction to find a fix.
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