well for red hat, to play dvds, you'll need to get a dvd player like xine, mplayer, or ogle. but you'll also have to get dependancy packages that these programs need to function.
off the top of my head, you'll need:
and maybe these (there in my dvd dependancies folder, but i don't remember if they're critically necessary):
if you want to watch windows media files, quicktime movies, or real media stuff, you'll need these:
and of course the actual media player libraries and player.
to play mp3's you'll need to grab mp3 support:
you should be able to play cds, though with no problems.