Well you still haven't said anything about the format of the file which is the issue here!

This is what VLC can read/playback: http://www.videolan.org/vlc/features.html

VLC suffers with some wmv & asf files. If it's something else that VLC doesn't recognise properly then chances are wmp also wouldn't be able to recognise it & it's a very new format on the scene. I am aware of such formats.