If it shows a licencing error then it's probably not worth bothering with & is probably a wmv file.

Sounds like it is a codec issue. Either get xtra codecs for your player or get a player with the codecs built in.

Xtra codecs: http://www.divx-digest.com/software/nimo_pack.html

Player with built-in codecs: VLC (choose the nearest mirror site) which plays everything except the odd wmv file & is free.

Else get DivX player.