It is not a DVD, but a book that I recommend - Hypnobirthing: The Mongan Method by Marie Mongan. It teaches relaxation techniques to reduce the perception of pain during labor. It is ideal for natural births, but even if you plan to use medication, knowing how to stay relaxed and focused during labor can be such a huge benefit. Also, it helps you understand that your fears and expectations surrounding labor and pain can really make a huge difference in how painful your labor is (a very well researched idea - if you fear and anticipate pain, you will feel it). The book is designed to be used along with a HypnoBirthing class, but the techniques described are things you can do without a class, as well. The book also comes with a CD with some relaxation scripts/music. (I personally find my husband's voice much more relaxing that the CD and plan to use my own playlist of relaxing music, as well.)
For my first labor, I had back labor for many hours of my 30+ hour labor and the unexpected fear of that pain made it impossible for me to relax, further drawing out my labor. I took Bradley classes which taught sooo many physical techniques for relieving pain, but I did not focus at all on how to mentally relax. Even in the moment I knew that I needed to try to relax, but had no way of knowing how at the time.
I'm due in 2 days and have been practicing the techniques for deep relaxation for a couple of months now. I really feel much more confident and prepared for labor this time around because I know that I will be able to relax and let my body do what it needs to, instead of my mind getting in the way. Don't get me wrong, I accept that I will probably feel pain (I had more than my share last time) but I know that if I can stay focused and relaxed I will be able to handle it better.
Good luck!