Wont start the movie it keeps running but then says no disc

When the DVD player says no disc, it means the sensor is not recognizing a disc in the tray. The cleaning should help solve this problem but it may persist. Try a number of different discs to see if the problem is disc-related. Use commercial discs and nothing homemade or pirated as those are not likely to read.
In this case, how to solve the "no disc" problem? Use a lint-free cloth and some denatured alcohol or water to clean the disc and remove any dust or smudges that may prevent the player from reading it properly.

With the large variety of video formats available nowadays it's difficult to find a unit that plays them all. Chances are you want to play a movie you burned yourself, and though it plays on your PC, it will not play on the DVD player.
Try playing the disc on your PC, and then try different DVD units, perhaps pretending you're shopping for one and want to try your own movie. Chances are these new units may NOT play it either, perhaps because you're using DivX or Xvid two video format contenders on the PC because their codecs offer great compression and very good quality (small file size and even HD video).
If it works on your PC it's because you may have the latests codecs (codifier / decodifier) installed, since some of them may have installed themselves as plugins for your browser, or come as part of a DVD viewing program you may have installed, like WinDVD.
For the time being, watch the DVD on your PC and upgrade your player, if it's more than 2 yrs. old.
Good luck!