Unfortunately, you can just hear the audio but you cannot see the video
I guess it's because the DPG has its own header, 36 bytes long, and VLC doesn't handle it.
You can read the details about the header
here, and I guess it would require very little effort to make that MPEG file play on VLC too.
Thanks!
edit: well, it turns out that the 36 bytes header is for DPG0 only, DPG1 has a 40 bytes header (pixel type 4 bytes field inserted somewhere) and DPG2 has a 44 byte header (another 4 bytes field inserted...). That's what I found googleing around...