Welcome to BBForums!
1) Thera re tons of threads asking the same question. Start looking here : UPDATED! Blackberry Killer Software & Utilities Thread
2) There is no way to watch movies or news feeds on a BlackBerry. No advanced video.
3) Search on 7250 MP3. No MP3s on a 7250. No songs on a 7250. It's not an iPod
4) Read the Sticky Threads at the top of the General BlackBerry DIscussion and 7100 Discussion forums. Start there.
Good luck and enjoy tour BlackBerry!