I am using directx sdk to display an .avi and over this I need to display an backgroundless image (a number between 0 and 9). The effect would be the movie playing behind the numbers.
I tried using pictureBox, but VS just adds a white background no matter what I do (the image has a transparent background, I tried setting the pictureBox background color to transparent). Maybe pictureBox is just not the way... is there any way to do this?
Well, I'm not sure why you aren't using WPF for a new Windows UI project, but if you are intent on WinForms then you need to educate yourself a bit.
WinForms has no concept of transparency. You don't get it for free anyway, you need to do some work and simulate it by drawing underlying controls inside their (transparent) parent. Here, this should help: