well, the example i gave you _is_ using the linking table, but you dont need the data from all three tables to return the files that are associated to the users. you only need to use the linking table and the media table.
also bear in mind, that the recordset code i gave is not exact, you need to modify it based on your table and column names (This is info I dont have so cant give you exact SQL syntax).
assuming you have a users table, media table and usersmedia (the linking table) with the following basic structure:
userID - primaryKey
mediaID - primary KEY
usermediaID - primary key
usermediaUserID - relates to users.userID
usermediaMediaID - relates to media.mediaID
you can use the following SQL:
INNER JOIN usermedia.usermediaMediaID = media.media.ID
WHERE usermedia.usermediaUserID = paramUID
I would recommend getting some books from the local bookstore on the MySQL Subject to become a little more familiar with this subject matter, there is only so much the internet can teach you.