Your probably missing the proper codecs to play them. This thread has good info:
CODECs list for Movies /Alternate players / Video help forums.
I use the
XP Codec Pack 1.3.0 for Windows media player. It seems to work pretty well.
VLC media player is a good one that has the codecs built. You may want to use it as a back up player as it will play most files.
Some files are bad/corrupt.
Bitzi Web Lookup is a way to help sort out which files are good or not.