Video store. Movie Gallery used to put these thin plastic stickers over the entire DVD, just so people knew where they got it from. You can buy this stuff called GOO GONE. It's a citrus acid remover, totally harmless, and it will kill the glue, and the sticker will come right off.
There's no penalties or anything like that for removing it, besides, it's yours now anyway.
If you can start to get the sticker off with your fingernails or something, that's when you use the Goo Gone. Then, once you get the whole thing off, cover the top in Goo Gone, and after a minute, it'll scrape right off. The disc will be fine, even if you get it on the bottom. It'll just feel a little greasy.