MP3 and video have in common that they rely on potentially patented codecs, which is illegal in Europe (for now) but legal in some other places, among which are most notably the USA.
So, for the sake of the USA and other such places, some Linux distributions don't ship with the material for listening/viewing MP3, DVD, some video formats...
You'll have to update your distributions with packages found on Internet, provided you live in a country where it is allowed. Else you'll have to enter politics and work against software patents
Please tell us what your country and your Linux distribution are.