It's not D X I D I A G it's D X D I A G all one word in lower case. If you were mistyping like you posted here nothing will come up. That's why you are seeing that message come up.
Are you running XP or Vista there? It sounds more like you are running XP and using WMP 9 or 10, 11 is now in need of a fresh install to correct something.
WMP 9 sadly lacked support for a great deal of codecs you would need to run movie dvds. You had to locate too many 3rd party and download or pay for them while other players like PowerDVD, Media Player Classic, or upgrading to one of the newer versions of WMP would see that taken care of.
With XP 10 seems to be the best there for XP as far as WMP is concerned. If this is being seen on Vista with 11 you have to repair 11, wait for 12 beta to come out, or use a 3rd party player if you have all the codecs and 11 is toast. You can't reinstall 11 since that comes in Windows there.
Run the dxdiag tool anyways to see what that reports.