Hey there Gonzo , welcome to the forum.
First of all , Nero is a program to write cd's and/or dvd's with. It is not usually meant to actually play cd's or dvd's. For dvd's you will need a dvd player program such as Power DVD.
Thing is , when you purchase a new computer , you get a lot of software with it , some is preinstalled (that means : no cd , so if you wipe your harddisk , say bye bye to your program ) , some are delivered on a cdrom. This all depends on the license that the manufacturer has purchased.
Common courtesy is that for every original program that was installed , you get the original cd-roms as well. If you purchase a writer for instance , you will get a lot of programs with it (bundled software , sometimes known as OEM software).
Sometimes computer manufacturers grab those little cd's , install the program for you on your harddisk , but don't give the original cd ; So they can sell it .. again .. 2nd profit .. AND highly illegal as well.
Let's assume your supplier is honest and gives you a nicely preinstalled system with Windows XP and all the other software on it. If you pop in a dvd-rom , you will get a notification from the operating system what you want to do with this disc. Playing it with the aid of the dvd software (PowerDVD) should be one of the first options of choiche.
The problem is though , on your system , there is either no software , or there's something wrong with the operating system. You already stated that there is no dvd software program running when you pop in a dvd , so apperantly he forgot either to install it, or forgot to give you the program disc.
I personally think he is up to something , but i don't know why he's holding back. In these days you get free playback software with your videocard , your soundcard , motherboard and your dvd player.
//edit// seems Tax was also posting when i typed this Well , hopefully it brings a little info ,if not i will delete this post //end of edit//