Omg I have the exact same dilemma: I'm interested (and good mind you) at psychology but film directing/music video directing is where my passion lies.
I would advise you to get a degree in medicine as a back up plan and then branch into the film industry. I've decided that I'll be doing a bachelors in Psychology and if I enjoy it I'll continue studying to become a psychiatrist etc but if I feel like I still want to direct, then I'd take the film route (by taking small classes and buying a good camera etc).
I read somewhere that studying Film to become a film director is NOT a wise choice.