Matrix interpolation!

Hello! :-) i have 2 matrixes, and a float... D3DXMATRIX m1; D3DXMATRIX m2; float power; //0 = m1 1 = m2 now i want to interpolate betwean m1 and m2, and get a new matrix! m3 how do i do it? I create the matrixes from a yaw_pitch_rol angle set... i tried interpolate these, with wery bad results! I think i need Quaternions... All im asking for is a little pseudo code, for the process... thanks!