You've had some good advice on this thread..to be blunt, follow it.
Atm they're falling asleep with you in your bed with a dvd on from what you've said in your post. How then can you then expect them to fall asleep on their own and get grumpy with them when they don't do it?
They're not used to that, because that's not normal for them.
Normal for them is lying with you and being cuddled to sleep - if you want to change that as you have another one arriving soon and I presume you won't be able to keep it up, start putting them in their own beds to go to sleep alone.
You can still have a quick snuggle in the bed all together for 5 mins - this is what I do, five minutes in mummy's bed and then into your own beds for sleepytime.
If they're in the same room, they will probably natter together for a bit, but will have to fall asleep eventually.
Consistency is the key - whatever you want to do, stick to it, so they know what the routine is.
I would advise putting them in their own beds, saying sleepytime, lights out and leave the room, keep going in and stroking faces and saying sleepytime and leave the room. Repeat and repeat until they understand they are now going to sleep on their own in their own room.
If you don't want to do this, then cuddle them to sleep every night, but don't be surprised or annoyed if when you want them to go to sleep alone they won't lie down in their own beds and call for you.
It will probably take a while to change the existing habit, but well worth in the long run.
Good luck.