Checking through your distribution's software libraries or online forums should quickly turn up the specific instructions you'll need.
MP3, the popular audio format, like DVDs, are encumbered with patents. This means that, once more, you may need to hunt around in your Linux distro's software libraries or third-party repositories for the MP3 codecs to enable your music players to work with MP3-encoded tunes.
Recently, though, several popular Linux audio players like Banshee and RhythmBox are coming with MP3 support baked in or is a click away. They're doing this because their vendors have made deals with Amazon and other MP3-encoded music retailers. So, for example, RhythmBox in Ubuntu makes getting MP3 support easy because the Ubuntu One Music Store is a front-end to the Amazon music store.
I really dislike Open XML (Office Open XML), Microsoft's default file format for Microsoft Office 2007 and above -- docx, xlsx, and pptx -- and avoid whenever possible in favor of OpenOffice's ODF (Open Document Format) or even Microsoft Office's older, but more widely supported, formats. If you really are stuck with working with Open XML documents though, the Go-OO superset of OpenOffice is the way to go.
Go-OO includes all of OpenOffice's code, but adds Open XML and Microsoft Works file import capabilities on top of it. Novell's SLED (SUSE Linux Enterprise Desktop) 11 SP 1 and its related community distribution, openSUSE, uses Go-OO for the basis of their OpenOffice.org 3.2.1 Novell Edition. You don't have to be a SUSE user to use Go-OO's enhanced OpenOffice though. For a complete explanation of what distributions already include Go-OO and instructions on how to install Go-OO on the ones that don't, see the Download Go-00 page.
I'm sure no one is surprised to know that neither WMV (Windows Media Video) nor Microsoft's Silverlight video streaming has native support in Linux. You might be surprised to know though that adding either or both really doesn't take that much.
To view WMV shorts and movies, you simply need to download Windows' own WMV codec. This is available, with a name that starts "w32codecs" on almost all distribution's third-party software repositories.