If you look at the keyboard on the laptop you will likely have a Function key labeled normally as Fn.
If you look at the keys you will tend to see on some of them there have smaller blue letters or symbols. To switch the display to the external monitor, you would just hold down the Fn key and hit the key with a symbol similar to a monitor. It is normally one of the F keys. The Fn combined with another key can sometimes be used to lower/raise the volume, or mute.
Here is a sample image, the key on this laptop's keyboard would be F3.
I circled the two keys, pardon my bad drawing.
The audio cable should be fairly easy to get at a local store, you do not need to get any fancy brand. The VGA cable would need to be male to male, with local prices on that kind of thing, you might be best looking online at a site you can trust.
I would prefer to use PowerDVD myself. I like to have more options and a more familiar interface. But then again, my PS3 plays DVDs nicely.
When all else fails, replace the user.