Video files can be in many formats, rafael619sd, and one alternative to acquiring additional codecs for Windows Media Player is to download additional media players. I've got two extra players which can be downloaded free as follows:-
http://www.videolan.org/vlc/ and
http://www.tucows.com/preview/195040.html I've not come across a video format that these will not play. It's useful to right click on your downloaded video files, and iinstruct them to open with the correct player.