Not 'all' file formats / files preview well before finishing. Keep in mind a file may not necessary download in sequential fashion, but perhaps parts of the middle & end & information for the operating system to read to understand it. Perhaps even that part has not downloaded yet & the file is thus not recognisable by any player at that time because the video player finds no information about beginning & end time, etc..

It sounds like you are 'maybe' missing codecs for each of QT & WMP.

Have you tried VLC player as a back up alternative to try? It's not a super large program, but has all the needed codecs built inside the program itself.
VLC - (click on link) _ (choose nearest mirror site) ... I personally use both vlc & Mplayer & QT as my main video players. MPlayer is very very similar to VLC but there's some small subtle differences between them one can do & the other can't. I use a beta or alpha / 3rd party dev. version of MPlayer, accessible by exploring the MPlayer's site options.