You must a program to rip the video. It basically pulls the data off the DVD and converts it to a format more suitable for a digital file. Here is Handbrake, an awesome open-source program that does just that. http://handbrake.fr/downloads.php
One way of going about it is by using the media player to rip the video to the computer. Alternatively, you can browse to the DVD folders, copy all the folders in the DVD and create a folder on the hard disc where you will paste them. Check out http://www.ehow.com/how_6550268_copy-dvd-computer.html for more details.