While they are a little more involved than installing a CD-ROM, its not that hard. With advances in video card technology, many manufacturers have built DVD-decompression right into the video card, meaning all you would need to buy is the CD drive itself. Some computers are set up with DVD decoder software. This software acts as the MPEG decoder card would, doing all the decompressing purelu through software. This option works, but geneally is slower.
Hardware decoding is recommended.
Regardless of which setup you choose for DVD, setup is easy. For a kit, you basically install the MPEG decoder card into a PCI slot, connect the DVD drive to an EIDE connector, and connect the MPEG card to your sound card. Some kits also require that you install a loopback cable to place the decoder card in-line between your monitor and your video card. This step adds a few minutes to the install time, but usually contributes to better video performance. After you install the hardware, you boot the machine.