They sound like wmv files. They tend to have licencing procedures for many of their files. May I recommend VLC which will play most things without xtra codecs & you can make it your default player:
http://www.videolan.org/ OR direct dwnld from here:
http://www.videolan.org/vlc/ But be warned that wmv files with licencing might be difficult to play anyway. There's plenty of other 'better' video formats out there.