If the problem is not the video file itself then it is probably a CODECs issue.

A list of CODECs sources can be found here (choose one source): 1. Free-Codecs.com, 2. Nimo’s codec pack, 3. CoDecs & codec identifiers, 4. K-Litecode Codec Pack

Also I would highly recommend you get VLC which has in-built codecs & plays most things: http://www.videolan.org/vlc/ (choose nearest mirror site)
Keep it as a backup player just in case!

By the way, I've downlded a couple of videos that were in fact audio files. These were concerts.