For osx you'd be better off staying away from wmv files for movies. For other types ... dmg, sit, sometimes zip (if they specify macosx), sometimes pkz, sometimes ... g? Bin is generally concerned with pre-osx 'IF' it's a mac files (some windows cd image files use the bin extension.) Stay away from rm files. Get
http://www.videolan.org/vlc/ (choose nearest mirror site) as a back up video player. ALso read thru the recent threads which may give more insight about how to maximise Quicktime player.