DVD player flashing lights

What is your question?

I purchased a 2007 Dodge Grand Caravan last week. It came with a 6 dvd player. I believe it's what comes with the car. When I insert the key it starts to flash. 3 lights one side then 3 lights other side. It stays on till I shut the car off. It won't let me install any DVDs. Thanks for your help! George