Incorrectly states no disk

I purchased second hand a DVD player.  I have used the red, white and yellow RCA cables to connect it to my TV.  I did not get a remote with it or a user manual.  The power button works to turn DVD player on and off, and the eject button works for opening and closing the door.  When I put a DVD in it the screen on TV says loading and then switches to No Disk, but will not play.  Am I doing something wrong or is it the DVD player?
I have an Apex vcr/dvd combo and the dvd portion quit working, that is why I am attempting to use a separate DVD player.  I have tried disconnecting the combo from the TV, but it doesn't appear to make any difference whether it is hooked up or not.