Have a look at this thread. If you're having trouble with a player, you might need codecs. For Win XP, the XP Codec Pack & K-Lite Codec packs are popular.
There's also a link to VLC player, which is free & has codecs installed to play most file types.
CODECs list and alternate players for Movies
And this codec pack is for Vista.
Vista Codec Package v4.4.7 Beta 4a (freeware)