DirectX: Capture live video from a webcam to a compressed (WMV or AVI) file, help!

Here is some sample code of one way to do it with manual pin connections:

//Video Setup code for capture
HRESULT InitCaptureInterfaces(HWND hwnd)
{
   HRESULT hr;
      IEnumMoniker *pClassEnum2 = NULL;
      IEnumMoniker *pClassEnum3 = NULL;
      //IEnumMoniker *pClassEnum = NULL;
      CComPtr<IEnumMoniker> pClassEnum = NULL;

      CoInitializeEx(NULL, COINIT_APARTMENTTHREADED);

    // Create the filter graph
    hr = CoCreateInstance (CLSID_FilterGraph, NULL, CLSCTX_INPROC,
                           IID_IFilterGraph2, (void **) &g_pGraph);
    if (FAILED(hr))
        return hr;

    // Create the capture graph builder
    hr = CoCreateInstance (CLSID_CaptureGraphBuilder2 , NULL, CLSCTX_INPROC,
                           IID_ICaptureGraphBuilder2, (void **) &g_pCapture);
    if (FAILED(hr))
        return hr;
   
    // Obtain interfaces for media control and Video Window
    hr = g_pGraph->QueryInterface(IID_IMediaControl,(LPVOID *) &g_pMC2);
    if (FAILED(hr))
        return hr;

    hr = g_pGraph->QueryInterface(IID_IVideoWindow, (LPVOID *) &g_pVW);
    if (FAILED(hr))
        return hr;

      // Create the system device enumerator.
      ICreateDevEnum *pDevEnum = NULL;
      if(CoCreateInstance(CLSID_SystemDeviceEnum, NULL, CLSCTX_INPROC,
            IID_ICreateDevEnum, (void **)&pDevEnum) != S_OK)
      {
            return E_FAIL;
      }

      // Create an enumerator for video capture devices.
      if(pDevEnum->CreateClassEnumerator(CLSID_VideoInputDeviceCategory, &pClassEnum, 0)!=S_OK)
      {
            return E_FAIL;
      }

      if(pDevEnum->CreateClassEnumerator(CLSID_VideoCompressorCategory, &pClassEnum2, 0)!=S_OK)
      {
            return E_FAIL;
      }

      if(pDevEnum->CreateClassEnumerator(CLSID_LegacyAmFilterCategory, &pClassEnum3, 0)!=S_OK)
      {
            return E_FAIL;
      }

      ULONG cFetched;
      IMoniker *pMoniker = NULL;


      while (pClassEnum2->Next(1, &pMoniker, &cFetched) == S_OK)
      {
            IPropertyBag *pPropBag = NULL;
            pMoniker->BindToStorage(0, 0, IID_IPropertyBag,
                  (void **)&pPropBag);
            VARIANT var;
            VariantInit(&var);
            pPropBag->Read(L"FriendlyName", &var, 0);
            if (SUCCEEDED(hr))
            {
                  if(!wcsncmp(L"DivX",var.bstrVal,4))
                  {
                        pMoniker->BindToObject(NULL,NULL,IID_IBaseFilter,(void**)&bf2);
                  }
            }  
            pPropBag->Release();
            VariantClear(&var);
            pMoniker->Release();
      }

      pClassEnum2->Release();
      
      while (pClassEnum3->Next(1, &pMoniker, &cFetched) == S_OK)
      {
            IPropertyBag *pPropBag = NULL;
            pMoniker->BindToStorage(0, 0, IID_IPropertyBag,
                  (void **)&pPropBag);
            VARIANT var;
            VariantInit(&var);
            pPropBag->Read(L"FriendlyName", &var, 0);
            if (SUCCEEDED(hr))
            {
                  if(!wcscmp(L"Smart Tee",var.bstrVal) && (bf3 == NULL))
                  {
                        pMoniker->BindToObject(NULL,NULL,IID_IBaseFilter,(void**)&bf3);
                  }

                  if(!wcscmp(L"Video Renderer",var.bstrVal) && (bf4 == NULL))
                  {
                        pMoniker->BindToObject(NULL,NULL,IID_IBaseFilter,(void**)&bf4);
                  }
            }  
            pPropBag->Release();
            VariantClear(&var);
            pMoniker->Release();
      }
      
      pClassEnum3->Release();

      if (pClassEnum->Next(1, &pMoniker, &cFetched) == S_OK)
      {
            hr = g_pGraph->AddSourceFilterForMoniker(pMoniker,0,L"Vid Source",&pVC);
            if (FAILED(hr))
                return hr;
            pMoniker->Release();
      }
      else
            return E_FAIL;

      pClassEnum = NULL;

      g_pGraph->AddFilter(bf2,L"compression filter");
      g_pGraph->AddFilter(bf3,L"smart tee filter");
      g_pGraph->AddFilter(bf4,L"video render filter");
      
      hr = g_pCapture->SetFiltergraph(g_pGraph);
      if (FAILED(hr))
        return hr;
   


      __int64 tval=0xFFFFFFFFFFFFFFFF;
      hr = g_pCapture->ControlStream(&PIN_CATEGORY_CAPTURE,&MEDIATYPE_Video,pVC,NULL,&tval,NULL,NULL);
      if (FAILED(hr))
        return hr;

      hr = g_pCapture->SetOutputFileName(&MEDIASUBTYPE_Avi,L"C:\\OCU\\OCU\\test.avi",&pMux,&fsf);
      if (FAILED(hr))
        return hr;
   

         sourceOpin = GetOutPin(pVC,0);
      compIpin = GetInPin(bf2,0);
      compOpin = GetOutPin(bf2,0);
      muxIpin = GetInPin(pMux,0);
      smartIpin = GetInPin(bf3,0);
      smartOpin1 = GetOutPin(bf3,0);
      smartOpin2 = GetOutPin(bf3,1);
      videorIpin = GetInPin(bf4,0);
      

      hr = g_pGraph->Connect(sourceOpin, smartIpin);
      if (FAILED(hr))
        return hr;
    hr = g_pGraph->Connect(smartOpin1,compIpin);
      if (FAILED(hr))
        return hr;
    hr = g_pGraph->Connect(compOpin, muxIpin);
      if (FAILED(hr))
        return hr;
    hr = g_pGraph->Connect(smartOpin2, videorIpin);
      if (FAILED(hr))
        return hr;
   
      
      hr = g_pVW->put_Owner((OAHWND)hwnd);
    if (FAILED(hr))
        return hr;
   
    // Set video window style
    hr = g_pVW->put_WindowStyle(WS_CHILD | WS_CLIPCHILDREN);
    if (FAILED(hr))
        return hr;

    // Use helper function to position video window in client rect
    // of main application window
    if (g_pVW)
    {
        RECT rc;
       
        // Make the preview video fill our window
        ::GetClientRect(hwnd, &rc);
        hr = g_pVW->SetWindowPosition(0, 0, rc.right, rc.bottom);
            if (FAILED(hr))
                  return hr;
    }


    // Make the video window visible, now that it is properly positioned
    hr = g_pVW->put_Visible(OATRUE);
    if (FAILED(hr))
        return hr;



    // Set the window handle used to process graph events
//    hr = g_pME->SetNotifyWindow((OAHWND)hwnd, WM_GRAPHNOTIFY, 0);
//    if (FAILED(hr))
//        return hr;


      hr = g_pMC2->Run();
 
    return hr;
}