If you want to learn to play bagpipes, you should learn the Uilleann ("Irish") bagpipes. They are really beautiful. They also use a bellows to fill the bag (so, you have a bellows under one arm and the bag under the other).

http://www.uilleannobsession.com/

http://www.uilleann.com/

An mp3 where you can hear them by themselves:

http://www.raysloan.com/mp3/uilleann.mp3