When you say DVD player, do you mean the type which you hook up to your TV.
If so, the reason this runs better (and probably always will) is because that is the only task it has to perform. When you play a CD on your PC, you've got to take into account different factors e.g. speed of computer, memory, graphics, sound, background tasks etc. If the hardware is low quality the DVD will poorly shit. If its all good...dunno why it'd run crap.
Maybe I should think on this a bit more...s-)