DirectShow (formerly known as ActiveMovie) is the new DirectX-based high-level multimedia technology from Microsoft.
DirectShow supports the following file types: au, aif, avi, dat, mid, mp2, mov, mpg, rmi, qt, snd and wav.
DirectShow comes with Internet Explorer 3 or 4 and it's included in Windows 98. The newest version of DirectShow comes with Windows Media Player 6. You need this version if you want to play MPEG Layer-3 (mp3), RealMedia (ra, rm) or Active Streaming (asf, asx) files.
The new Windows Media Player can be downloaded from this location: http://www.microsoft.com/windows/mediaplayer
To use DirectShow by default instead of MCI, you should select "Microsoft DirectShow" in the ?/About/Devices dialog.