I've been tempted to check these out myself. I did some reading up on them a while back.
Apparently, they aren't full length films. They're about 30 - 45 minutes each. And the DVDs are literally just a burnt DVD-R with the name written in marker on the top. It does come with a case and artwork though.
I was tempted to blind-buy Happy Helladays and Death O Lantern, but can't seem to pull the trigger. They used to have VHS versions for sale, and if they were still available, I'd buy them in a heartbeat.