Your probably missing the codecs to play it properly.
There's a program called
GSpot that can tell you what codecs you need to play a particular file.
For WMP,
K-Litecode Codec Pack gets recommended a lot. I use
XP Codec Pack 2.0.6 and rarely have any trouble playing a file.
If your OS is Vista try:
Vista Codec Package v4.4.8 (freeware).
You could also d/l another media player.
VLC media player is a good one that has the codecs built in and will play most file types.
More info here:
CODECs list for Movies /Alternate players / Video help forums
Also before d/loading videos, check them with
Bitzi Web Lookup. It'll help you sort out the good ones. While on the Bitzi site, search for the file there and use the magnet link to start the d/load in limewire. Then search for it again in LW to help find some sources for the file.
Also preview the file when it gets to 10-15% to check that it's what the title says and not mislabeled porn.