The Alienware mx11 has no dvd drive.
also, don't get computers from alienware, they're overpriced and the best parts in them can bring the cost of them up to $2500+.
There are companies out there that give you much better value. Only problem is that there are no good laptops out there for 800$
You'd be better off looking in the 1500$ range.
I'd recommend:
http://www.xoticpc.com/asus-g73jha2-stock-p-2761.html
Asus G73JH A2
top of the line graphics, 1920 x 1080 FHD screen, intel i7, 8gb ram, 1TB SATA II HDD (2x 500GB in raid 0) and it looks like a stealth fighter. nuff said.
1500$
slightly cheaper:
http://www.ibuypower.com/Store/Battalion_101_FX-926Z_Gaming_Laptop
slightly worse graphics, 15.6 inch HD screen, 1200$, kinda clunky.
Cheapest:
http://www.ibuypower.com/Store/Battalion_101_CZ-11_Ultra_Gaming_Laptop
better graphics than m11x, 1920 x 1080 FHD screen, intel i5 520m 2.4 ghz, 4gb ram (1333mhz), 320GB HDD, and only $995.00
...and some people say gaming laptops are like unicorns, leprechauns, santa claus, and the tooth fairy. And that's totally true. It's 100% real.