If your friend has provided you with CDs (rather than with DVD-R disks, or similar) they won't play on a DVD player anyway. If he's provided you with DVDs then there could still be lots of compatibility problems. Stick with playing them on a computer and using VLc Portable. (Note that your friend shouldn't double-click on a video file to view it; that would call on his default video player, which is likely to be Window Media Player. Instead he should double-click on VLC Portable and then open the required file from its menu).
For Murraymints:
Windows Media Player is rubbish. VLC is a free media player that is far, far better at playing video files:
http://www.videolan.org/vlc/index.html
It's widely recommended by computing magazines and on BBC technology programmes. However I prefer GOM, which I think is even better:
http://player.gomlab.com/eng/download/
Winamp is also highly recommended by many people but I'd use it mainly for audio files, rather than for video:
http://www.winamp.com/