I agree with TRD ( I need to convert my mp3's myself =P ) and if you don't know already, WinLAME is a great little open-source audio converting tool.
Also about using MCI, I believe you need to do LOAD ( or maybe it was OPEN ) and then the path and your second command would just be play and the path. I.E. "PLAY .\music.mp3"
Using direct show, you probably already know this, but you need to load the file and then play it. You can't just tell it to load and expect it to work. =P
And my final piece of advice, the / slash ( next to right shift key ) is only for webaddresses. You need to use the \ slash ( between backspace and enter ) for file names. Also, putting a period before the slash means you want to use the directory of the application. So instead of setting the path to "/music.mp3", you'd set it to ".\music.mp3"