What players have you tried? It sounds like a codec issue. Get GSpot (click on link) which will tell you what codecs you need to play a particular file. It's free.

Also get your self a back-up player like VLC which has in-built codecs & plays almost all. See http://www.videolan.org/vlc/ (choose nearest mirror site)

Popular codecs are http://www.land.ee/d_nimo_codec.html OR http://www.free-codecs.com/