Mpg in OpenGL

I am trying to play Mpg movies in a fullscreen OpenGl program. I want to be able to write images, text, etc, over top of an mpg movie that plays in the background. Any idea where I can find information about how to open and play an Mpg file in OpenGL?

I don’t know how to play Mpg’s, but Nehe has a tutorial on playing .avi’s in OpenGL: