Essentially...
A stray live wire got loose and is touching the casing.
Normally this leakage in electricity would be discharged through
the earth wire and into earth through the earth plug pin (the
biggest pin in a three-pin plug)... this is what grounding
does.
However, if your DVD player only has a two-pin plug, then it is not
connected to earth. So the stray electric current cannot go into
the ground... instead, it goes into your body when you touch
it.
Seriously, they ought to implement mandatory earth wiring for all
high-voltage electrical appliances. 
