im currently having a look at directX .. and my old test/example programs ... i am missing the DirectMusic and DirectShow stuff ... well so how can i play music and videos using directX?

Read the SDK docs. In the "What's New" section you'll find:

Quote:
DirectMusic will maintain its current status until new technology in these areas is made available. DirectMusic documentation can be found at: (SDK Root)\Documentation\DirectX9.

So you can keep using DirectMusic.

Quote:
DirectShow is no longer recommended for game development. All of the DirectShow components (headers, libraries, utilities, tools, and samples) were removed from the DirectX 9.0 SDK Update for April 2005. DirectShow is available in the latest Platform SDK Install.

For DirectShow download the platform SDK and it'll be there.

Illco

If you don't mind using external libraries, I might recommending giving fmod a shot when it comes to playing media inside a DirectX or any program for that matter. In my personal experiance, I found it to be one of the best out there, and it's free for non-commercial use. Given the fact many many game companies of today use it in their commercial products, it gives some insight as to how powerful the system really is.