For a file to be recognized in StreetDeck, it needs to have an appropriate MIME type associated with it in the registry. These are normally set correctly by windows XP already for the most common types, but if not you can add a type manually by going into the registry editor in windows by going to "Start | Run", typing in regedit.exe in the run dialog, then clicking "Ok".
You should then browse to the extention for the file type you want to associate. The registry key you want should be found under HKEY_CLASSES_ROOT\<extention> where extention is the file type extention.
You should then create a "Content Type" string value by right clicking in the click area of the extention key and selecting "New | String Value".
When prompted you should enter 1 of the following values depending on the type of file you are trying to register for My Music, My Videos, My Pictures respectively:
For example to register the .dvr-ms video type to show up in StreetDeck in the videos module, you would goto the "HKEY_CLASSES_ROOT\.dvr-ms" key, create a new "Content Type" string value and set it to "video"