Pretty much out of the blue, my textures/fonts went to a default and when I went to change them back to when I had set them... When the list dropped down my only options were the ones within the default SharedMedia... I don't know what happened.
In the default SharedMedia addon there's a file called 'INSTRUCTIONS for MyMedia.txt'. You should rename this to MyMedia.lua. In that file there are listed some very good instructions to get it working.
If it's still not working then (I've had that problem), you can remove all the sentences with '--' before it and all text in between '--[[ some text here ]]'. That's just comments and not needed to get the luafile working. For me that worked at least.
For \ vs \\, if you use [[Interface\Addons\...]] you only need 1 \ but if you use "Interface\\Addons\\..." you need 2 \'s. When SharedMedia was updated to support LSM-3.0 the instructions were updated to use the [[Interface\Addons\...]] method so that people wouldn't forget the 2nd \.
The MyMedia.lua in the first post is not done correctly. It still has remnants of the -old- way of doing MyMedia before the SharedMedia rewrites some time ago. Please read again the Instructions and the official MyMedia thread.