Macbook Pro, DVDs On The Box!!?

ok so i just bough a new 13inch macbook pro, this is my fist Mac by the way. So my question is; when i open my mac i notice this two DVDs on the box, one says 13-Inch Macbook Pro Mac OS X Install DVD, the other one says 13-Inch Macbook Pro Applications Install DVD. So am i supposed to run this two DVDs in my Mac????