Just because you can issue the commands in Device mode does NOT mean that the device is setup correctly - only that the proper commands exist in the database. Take note of the power commands that work and whether they are discretes or toggles and then go to the DVD device and select Adjust Power Settings and make sure it's using the correct commands with the correct behavior.

If it is, then try Help next time it doesn't work as Sucubus suggested. If that fixes it then it's a timing issue and you need to increase the inter-device delay for the DVD player.