If someone has tried to get me a gift I would like and has missed the mark, then I'm grateful for the thought, and can do a pretty good job of faking appreciation, particularly if I'm someone they find hard to buy for. It's not always easy to pick out a good gift for someone.
However, there's a huge different between missing the mark on a gift when you have bought something you genuinely think the recipient would like (but doesn't), and buying something that's meant as an insult, a passive aggressive jab, an attempt to further your own desires instead of the recipients, or an attempt to educate or reform the recipient (like a diet book, religious stuff from a religion they don't practice, tickets or materials for an activity the you like and the recipient doesn't....) In both cases it's the thought that counts, it's just that the thought in the second case is mean and/or selfish.
I think it would be much harder if someone presented me a gift after telling me they thought I wouldn't like it. It's hard not to be thinking "Why on earth did you get it for me, if you thought I wouldn't like it?", plus you've been primed to be disappointed.
If at others' request I've provided a wish list or list of suggestions for things to get me, and they still buy something that they figure I probably won't like, that isn't on the list, I'd be kind of puzzled.
For the OP, though, I can't really blame your relatives for not wanting to give you blank DVDs for Christmas - it does sound like a very impersonal gift. If you give a list with multiple items, some of which are more interesting, though, I think you've done what you can.