Hello,
Since I couldn't find any easy to use free libraries for playing in-game videos, I decided to implement my own DirectShow c++ video class and contribute here for those who also are in need:
http://rapidshare.com/files/258696520/ds_Video_Player_1.0.rar Notice that this class was designed to provide the user the ability to play cinematic presentations and in-play videos only, and not to be used inside of tv3d rendering loop (no video-to-texture and stuff).
The package provides the dll/lib/h and a sample program on how to use it.
Enjoy!
Regards