As recommended by FooloftheHill, get VLC & if there's no video then the file is stuffed. But if there is video then the problem was codecs. There's a
Sticky at the top of this section which leads onto another in the Open Discussion section which gives codecs links. But with VLC player you don't need them anyway (it has codecs built in!) Here's what VLC can do
http://www.videolan.org/vlc/features.html (ie: great for video or audio streaming such as radio, or playing DVD's, VCD's, playing music, playing video files, etc.)