Might be a problem with the codecs. You could go to the link below and install the K-lite codec pack:

http://www.k-litecodecpack.com/

And when you've done so, you can use the G-Spot Codec Information, which is part of the package (it's all free) to check the codec of that movie (if it doesn't already work with the included Media Player Classic.)
Another option would be the VLC player at http://www.videolan.org/

If neither works you should get back here and ask one of the moderators, but then give them some details about your system and so on

Cheers
Mario