You might need codecs for WMP. There are links to codecs below & also a link to VLC player (has codecs installed & plays most things).
Codecs & VLC

Did you preview the movie while downloading? You should preview after about 10% download, just to check if things look ok. Always check a video file with Bitzi before download. If the file's been rated then you'll get an idea of it's content & quality. Files with heaps of sources but no Bitzi rating are often fake
How to use Bitzi