Try these sites for music videos:
http://www.mvtorrents.com
http://isohunt.com/release.php?cat=3
To get Lyrics to display, you need to have a correct .lrc file.
Make sure you name it the same as the mp3 song.
If this is correct, when you play your mp3 song, you will see a 'new' icon appear on the screen of your mpx player. Something like a [T] or [L] icon mean that a lyric file exists and you can display it. Press and hold down on the [M] button for a couple of seconds and it will display.
Hope that helps.