MPlayer can play individual VOB files, wma, real. More information http://en.wikipedia.org/wiki/MPlayer
http://www.mplayerhq.hu/design7/info.html

VLC info http://www.videolan.org/vlc/features.html

Good to hear you found another utility. You might find more here http://www.videohelp.com/tools
You don't want to convert a video file too many times. Each time you convert it, it loses a lot of quality.