Have you tried hitting the "Esc" key and seeing if that takes whatever is playing the DVD out of full-screen mode? How about right-clicking on the screen? Lastly, you could keep something else open like "Task Manager" and use Alt+Tab to bring it up and then kill the process playing the DVD if you want another idea.
I have a new ACER 2223W 22 inch wide screen monitor that goes automatically to full screen view as soon as it starts to play a dvd off the internet. I am running XP Home and IE7. I have Windows Media Player and WinAmp both installed and it works the same on both of them. I wouldn't mind so much, but if the DVD is set to repeat, I can't get out of the playback without manually shutting down the computer.