well you have to set the internet prefs to tell the computer that quicktime will be handling all the mpg mov documents etc. If the mime types arent set, then it may not work. Also try doing an import as opposed to open, that sometimes fixes the problem. MAKE SURE you have the latest version of quicktime.
when you have a .mpg file for instance, got where it was saved, rename the file whatever u want, with a .mpg suffix at the end. Sometimes the file names gets truncated or there is a space at the end of the file. Usually fixing the file name can solve alot of problems!
gl!