Some fun stuff if this is the DVD version (possible spoilers)
From IMDB:
Playing the movie frame by frame, in the exact moment when Katie Embry is scared to death at the beginning of the movie, you can see all the images that appear on the video. Each image appears for just a fraction of a second.
The DVD version contains a hidden feature. At the main menu, press right once then down twice until the cruiser disappears, and then hit enter. The mysterious tape that Naomi Watts watches in the film now plays before your very eyes.
The hidden "video" on the DVD also has an interesting feature; your remote control is disabled. Once the "video" has started playing, you can't stop it, pause it, fast-forward it, or return to the menu. Unless you turn off the TV, you're forced to watch the whole thing. When it's over, the DVD returns to the menu, then you hear a phone ring twice before you're given control over your remote again.