in short,
media server is a web server which serves media on http request coming from http client. e.g vxml gateway.
CVP is VRU/IVR which in ucce deployment which provides self service, queuing etc with the help of the integration with ICM and other component.
CVP does even more then VRU/IVR, end there is big difference between CVP and media server.
this is the best time to start studying CVP srnd, and getting started with CVP guide.
regards
Chintan