My 1996 Cadillac Eldorado been having problems starting since DVD players instal

The people that installed them said that they connected it to the ignition. So the DVD player will turn on when the car is on.

Yup, Check your fuses. There are probably a couple of fuses with wires hanging off of them... I bet they are bad.

I replaced my spark plugs and they were dry and didn't have the smell of gas. I'm thinking it's the fuel pump.

The fuel pump fuse may be bad as well. You should be able to hear the fuel pump running, and test for voltage at the pump.

I had someone lay down by the gas tank. When I turned the key they didn't hear the fuel pump kick in.

Ok, that's one way. Make sure the fuse and relay are good, and you can even power it from an external source to test it before you remove it so you're sure that's the problem.