The eDGe doesn't support DVD's... If the built-in video player doesn't play the MP4, try accessing the "App Store" via the "Store" app on your eDGe and install the mVideoPlayer app and try it with that one.

Note that the eDGe only plays MP4's encoded for "iPod"/"iPhone" reliably (i.e., relatively low 480p resolution). It will not play 720p or 1080i/p video as a rule of thumb.