More likely than not it's a codec issue. You need xtra codecs such as:
http://www.land.ee/d_nimo_codec.html OR
http://www.free-codecs.com/
I would also recommend getting a backup player such as VLC which is FREE & has built-in codecs:
http://www.videolan.org/vlc/ (choose nearest mirror site) VLC is reliable & plays all but the odd wmv file.