The Music + Videos hub is the destination for media on Windows Phone 7, that puts content in 3 categories front and center while also aggregating media apps and the local media library in a single rich experience, providing the best possible entry point for consuming media on the phone.
"The whole idea of "hubs" which provide ONE PLACE for users to see all their content -- from all providers -- relies on 3rd party apps participating in this integration. Users will expect it! They'll look for their content in Music + Videos hub, and we don't want your app to be left out. Besides being great for end users, Music + Videos hub provides a great deal of value to 3rd party apps: it requires NO proactive user-customization, so your content can get premier discoverability and convenience. So… if you've an app that provides playback of music or video content, please implement integration with Music + Videos hub. It's an important part of what WinP7 is about," explains Microsoft.
A full explanation of how to integrate your app as well as code samples can be found on MSDN: How to: Integrate with the Music and Videos Hub for WP.