Sounds like you aren't using a purchased copy of Vista and you've burnt this to a DVD. In which case you should have to burn an .ISO file in order for your BIOS to recognize it as a bootable device and load the content.
This is probably why it starts to load because your BIOS knows it is supposed to read the DVD first, but then there is nothing on there for it to load (.ISO) so it goes on with loading into Windows.