They would have exactly the same problem with Realplayer as WMP. Fact is, you don't have the correct CODECs. I wouldn't recommend either player personally. lol
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One player I would recommend, even if you only use it as a backup player, it has in-built codecs & is very reliable (not very pretty interface though ... but it works):
VLC:
http://www.videolan.org/vlc/ (choose nearest mirror site)
Else see
CODECs list and alternate players for Movies