While you use DirectX to handle task related to multimedia - What do you use on Linux and Mac OS X? I want to create a cross-platform game, but DirectX only works for Microsoft Windows.
Another question: Is all multimedia handled by DirectX in Windows, or do I have the choice of other APIs than DirectX?
For other things (input, audio), there are other libs available. I often recommend SFML since it's easy. SFML also sets up an OpenGL environment and simplifies the process of doing some things (like loading textures).