Some of the problem might be incompatible region codes. All DVD players sold in the US and Canada are region code 1 and can only play DVDs that have region 1 encoding. All DVD players sold in Mexico, Central America, South America, and Australia are region code 4. If you pick up a Spanish language DVD in Mexico, you won't be able to play it on your US DVD player. Likewise, your US-released DVDs won't play when you go visit your cousins Down Under.
The region code is based on where the DVD player is purchased, unless you order over the web. All DVDs have a region code somewhere on the package. So my advice is to look at the DVDs you're having trouble with and check the region code.
If you're interested, you can find more info about region codes on Wikipedia.
