Moonshell is a multi-media homebrew for the DS.
All you need to do, is download Moonshell off of GBAtemp, unload all the files on the ZIP, and put it on the root of your micro sd.
Afterwards, Put the music anywhere (I would make a new folder, named Music, and put it in there.) and use moonshell to listen to your music. Same goes for movies, but you have to convert them to DPG format.