The Dark Side of the Rainbow and Dark Side of Oz are common names for the Pink Floyd Synchronization phenomena that occurs when Pink Floyd's Dark Side of the Moon album is played simultaneously with the movie The Wizard of Oz.
Members of Pink Floyd have repeatedly denied rumors that this was done on purpose, but a cult following of the synchronicity maintains that the two go together a little too well to believe that it was all a coincidence.
A couple of things will determine how your Dark Side of the Rainbow experience goes. You will need to decide where to start the cd. The most commonly accepted theory is the Third Roar Theory, where the music is started at the third roar of the MGM Lion. There are other theories on when to start the cd, including using the Lion's other two roars, or the Fade to Black theory, where you wait until the Lion has faded from the screen to start the music.
Second, since the cd is only around 40 minutes long, there is some debate about what to do once the album is over. The most widely recognized way to handle this is to keep repeating the album until the movie is over (easily handled with a cd player with a repeat button). Other suggestions are to follow Dark Side of the Moon with Pink Floyd's Animals, followed by Pink Floyd's Meddle, tracks 2-5. Or to play Pink Floyd's Wish You Were Here as a followup to Dark Side of the Moon.
Some other places where the synchronicity is readily apparent (spoilers for those of you who are planning on doing this but haven't yet) can be found at Pink Floyd Synchronization phenomena.