one thing to keep in mind is that the videos on Vital Information's CD are Quicktime files. they will not play with Windows Media Player. the reason for that would take too long to explain, but basically, it's a quality and file-size issue.
Quicktime is free and you can find it here.
After downloading and installing Quicktime, your computer should recognize that those files should open using that program.
If this is NOT the problem (if you have Quicktime), then feel free to post the problem here so we can troubleshoot it and everybody can learn from the outcome.