How to write a program playing MPEG video stream using MFC

Hello! I am a  student majoring in electrical engineering,and now I am working on video processing. I want to write a program for playing MPEG using MFC;unfortunately,however, I don't konw much about programming on video stream,and find it difficult to do so on my own. If you can give me some idea about that,I would be grateful !
Thank you!
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