The files that sit connecting for ages & then get stuck needing sources forever are fakes Always check movie files with Bitzi before download...if a file has heaps of sources but no Bitzi rating, chances are it's a fake.

See the thread below for more info, tips & how to use bitzi.
Fake files showing up in search results

You might need codecs for your WMP. Try the codecs below.
Vista Codec Package v4.4.4 (freeware)

If that's no good, try the VLC player. It's free, has codecs installed & plays most things! Use the nearest mirror site for download.
VLC media player - Overview