Hey there and welcome to the community.
Which UI are you using? It sounds like UI1, in which case have you tried clicking the mouse buttons while the media is playing. It should bring up the 'remote'.
In the case of UI2, you need to use the keyboard and press the f5, f6, and f7 buttons respectively.
you can also take a look at this thread
http://forum.linuxmce.org/index.php?topic=2549.0 for more information on how to setup your mouse buttons so that you don't need the keyboard.
And lastly, the wiki and the forums have a lot of information covering usage topics so searching 1st may find you your answer.
If none of the above info helps, please post a little more in depth as I could only guess and my suggestions are based on that guess.
Cheers,
-Golgo