does anyone know how to play avi or mpg movies in visual c++

Check out :

http://msdn.microsoft.com/library/psdk/multimed/mciwnd_9z51.htm

You might also want to look into DirectShow (I''m not familiar with it myself) and/or AVIFile stuff.

Just check msdn.microsoft.com and enter AVIFile, MCIWnd or DirectShow for more info.