Just to add a little info:
An SACD is actually a DVD-9 (normal movies are on DVD-5, I believe) DVD-9 is usually a double layered medium. SACDs usually have a normal, Red Book layer that is readable by any CD player. This will be no different than if you bought the Dylan CD. An SACD player reads the layer beneath that contains the DSD stream. Your computer probably just can't read multi-layered media.
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mmmm.... pudding
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