A user posted a comment in response to one of our videos (did you know you can do that now??)
I thought others might want the answer as well....
This quick start on media may be a good next step.
There are a number of How Do I videos on using media.
I'd recommend starting on the Learn page, click on Silverlight 1.0 and take a look at videos # 28, 29, 30, 52.
Then return to the Learn Page again, but this time click on Expression Blend and take a look at #6,8,10.
You might also find these three postings useful supplements.
Hope that helps.