DirectX DShow, MPEG Audio, ActiveX Windows Media Player

My goal is to play multiple (MP2, MP3, WAV) Audio files simultaneously,
with volume control on each stream, etc.  DirectX or the Windows Media
Player are the most obvious choices.

I have scoured the net for Delphi/DirectX help, info, components, etc.
While many people seem to be doing some of this stuff, it is sparse.  The
most serious black hole seems to be a DSHOW or MPlayer2 Delphi wrapper
(component or unit).  I have found a DShow header file translation (by
Hori), but there are no docs with it, and I don't get it.

If it's all I can find, I would be interested if someone has built some of
this stuff in Builder, and produced delphi-compatible components, or even

I would EVEN be interested in using (Windows) MPLAYER as an activeX, but
my progress there has been disapointing as well. (I imported the player ok,
but can't seem to use multiple instances of it in my app. correctly....)

If you've got the DirectX SDK, I would love a translation of the sample
CPLAY program.  

Any leads for me??  I am AT MY WITS END!!!!! Anyone with experience and
time to help?  I may even be able to s{*word*99}e up some money if necessary.