There is currently no tutorial. We should have one sometime later. For now you will have to search for info on this board, or ask questions directly. There is a lot of info on this subject. Try search for keywords "CCCP", and "FFDShow".
Regarding MPEG2 playback, it is probably a decoder and renderer selection and configuration issue.
You can select a decoder, as well as other filters, by going to Tool -> Options -> Playback -> DirectShow Playback Settings...
Choose the file type (extension) of the file you would like to configure from the list on the right. For MPEG-2 files, it is probably mpg, but may also be dvr-ms, or something else. Make sure the checkbox next to the file type is checked. Click the entry to select it and click "Select Filters" button. Wait for "Select Filters" dialog window to appear (it may take quite a few seconds).
There are three things to select: source filter, other filters, and video renderer.
I do not expect the need to choose source filter for mpg type, but for dvr-ms type you should select "Stream Buffer Source" filter. "Other filters" mostly are decoders. You should choose one MPEG2/MPEG decoder, make sure it is capable of decoding MPEG2. For renderer, the default selection should work. But if you have problems, you can try selecting a different one (experiment with them all). If you select VMR9 or VMR7, a Configure VMR button is also enabled. You can try checking and unchecking the options there.
