Starting simple, I think

I am new to DirectX but not new to programming. I am looking to create a simple app that will have a rectangle floating in the screen (Device, I think it is called) with a avi or mpeg showing on it.

I want to learn how to do this and have gone all over the internet looking for tutorials that could give me a basic understanding of the DirectX engine. I have found many but none that seem to give me the understanding that I need.

Please recommend or point me to tutorials that could help me write this simple program and understand directx. My language of preference would be C#.

Thanks.