I dunno about the DVD... I didn't get it myself, but reports have it as being just a bunch of clustered together cutscenes of poor quality. You might be better off looking for a place to download the Anime (which was only 12 episodes), it explains some of the story bits better than the DVD.

Plus, as I alluded to, the cutscenes are LONG. There's gotta be like 6 hours worth of cutscenes in the first game. 12 episodes of anime, 1/2 hour long = 6 hours, + better explanations + naked Shion=win.