I downloaded the MPG.Zip file, and when I tried to create the application, it said it couldn't find the dxguid.lib file. I have no such file. Where am I supposed to get it?
From Microsoft
http://www.microsoft.com/downloads/en/resultsForProduct.aspx?displaylang=en&productID=9C954C37-1ED1-4846-8A7D-85FC422D1388 (http://www.microsoft.com/downloads/en/resultsForProduct.aspx?displaylang=en&productID=9C954C37-1ED1-4846-8A7D-85FC422D1388)
Windows SDK 7 have DirectX headers and libs too.
PS:
What version you use ?
Can you give us small example code for testing ?