can anyone shed any light on a problem i have regarding avi/mpeg files,

you see when i download an avi or mpeg movie file, i preview it and it opens up in windows media player, an error message comes up saying, windows media player has encounterd an unknown error, any movie file i try to download cant be played on my system, i have w/xp.
i dont know that much about pcs so any help would be greatfully recived
thanks..