You're probably missing the codecs
Get GSpot.. it's free and it will tell you what you need to play a certain file.. just open the file in GSpot and it will tell you.
http://www.headbands.com/gspot/
Another free prog you might want to try.. it will play almost anything, codecs come with it.. (very plain, no-nonsence, but it works a treat)
http://www.videolan.org/