have you familiarized yourself with the terminal?, it is similar to windows command prompt but much more powerful. Once I started using it it made my life much easier.
if you open up your terminal and type
Code:
sudo apt-get install libxine-extracodecs
then you should be able to use your native music player. I am a big fan of xmms as a music player(similar to winamp). I haven't used the apt repos in a while, but i assume that you could run
Code:
sudo apt-get install xmms xmms-mp3
for video players, if you want a super easy time then install VLC.
Code:
sudo apt-get install vlc libdvdcss2
I, however am more fond of mplayer these days. (since i switched to fedora i find that it plays cleaner).
for controlling volume, alsa is your friend. in terminal type:
here you can enable and disable audio features and change volume. to enable/disable a feature use the keystroke 'm'
also note that the ubuntuguide wiki's (as posted in a post above) are great resources.