Asking about a software

[teoferes]

Hi everbody.
My name is Teo and i'm from Greece.
First, sorry for my bad english.
I hear something that exist a software that not need windows.
Just put it in cd rom and open the computer.
And with this software you can see movies mpeg, avi....
It is really exist this kind of software or not?
Thanks a lot!!!
You can use simple language on you answer...it is easier to me to understant ...
Thanks again!!!