Are you using Boot Camp Assistant or are you just putting the Windows disk in and expecting Windows to install without using Boot Camp Assistant?
It is hard to offer specific advice without you at least telling us what version of OSx you are running and what year and model computer you are trying to install on.
Read the installation instructions for your operating system and computer. http://www.apple.com/support/bootcamp/
I wish posting a question or creating a thread, that there was a form to fill out with the Mac model, OS, hardware options, and a checkbox "I have read the manual" along with "describe the problem in full; steps to reproduce." Something.
Did you burn it?
Check the disc for scratches?
Use another DVD
Use another reader
Take the disc back to the store and get another...
And last, follow directions. Read the guide, have a backup, and ready to roll up your sleeves.
Then we can play another round of "I have 20 Questions"