Try getting VLC player from
http://www.videolan.org/vlc/
Not all videos work, which is another subject. If you get a video avi or mpeg that will not play on vlc, it is most likely faulty. Avoid the wmv format
The Stickies at the head of the forums have many hints and instructions for video playback etc. have a good look through them. One is about "CODECS" which will be useful to you.