the reason it doesn't play dvds or mp3s is that both of those are commercial formats. Not sure if this is the thing with dvds but it's like that with mp3s. So they would have to pay a lot if they wanted to include it into the OS. Just google around, it's pretty easy to get mp3s working. And google works for pretty much anything, you will probably need a tutorial or two to everything working so just use google if you are not sure what to do.
And don't download any packages, you can do that too but it's a lot easier to install stuff with the console
sudo apt-get "application name here"
and it should find that program for you, download it for you and install it for you. Can't really be easier than that.
You might have to add a few new sources for it first so that it will find everything that you are looking for.
But ubuntu is about as easy as it gets. I prefer kubuntu but they are basically the same, kubuntu just uses KDE instead of gnome.