If you get a CD or DVD from a Windows user and it seems blank, or you can’t read it on your Mac (or non-Vista version of Windows), and the Windows user swears the disc was burned successfully, the Windows user probably burned it using the default settings in Windows Vista. With the default settings, the disc may not be readable on older versions of Windows, or on non-Windows systems such as Mac OS X and Linux. The files may actually be there on the disc, but they may not be visible on the unsupported system.
If you are working with a Windows user who knows how to re-burn the DVD with different settings, have them re-burn it using Mastered Format instead of the default Live File System. Mastered Format is more compatible with the rest of the computing world. (So why does Microsoft make Live File System the default in Vista? Apparently it has some useful features that make DVD burning a little more flexible than it is on other systems.)
An alternative to wasting another disc is to open the disc in a copy of Windows Vista or Windows XP running in virtualization on your Mac (such as in Parallels Desktop or VMWare Fusion) and then drag the files over to the Mac side. That’s ultimately what I decided to do; I was able to see the invisible files in my up-to-date version of Windows XP running under Parallels Desktop.
Or, if you happen to have a PC that you can reach over the network from your Mac, you could also try putting the DVD into the PC and grabbing it over the network from the Mac.
Update/note: I do not know if this issue with default burn settings also applies to Windows 7 or later. If you know, tell us in the comments!