Sounds like a codecs issue. If you're using windows get either of these:
http://www.land.ee/d_nimo_codec.html or
http://www.free-codecs.com/
And get yourself a backup player like VLC which is free & has built-in codecs:
http://www.videolan.org/vlc/ (choose nearest mirror site) DivX player might also be handy.
I suppose also see this:
Setting Default video app
If you're using Mac please tell us.