u will find avi ,mpeg files which most movies you download will be theses mainly avi and will play fine in windows media player but u need to have the right codecs ......download this program called gspot (isnt porn) its a codec info program all u do is install and open then choose the file u want to check it will tell u if u have the correct video and audio codec to play if u dont will tell u the type u need so u just google for that codec
http://www.headbands.com/gspot/gspot221.exe

if u want to read bout the prgram first hers the link
http://www.headbands.com/gspot/
i recommend anyone who has probs to get this