These are only movie files you're having problems with? There's certainly some corrupt movie files out there. It could also very possibly be a codec issue.
http://nimo.titanesk.com Will give you xtra WMP codecs. Have you tried opening them with another movie player? Try VLC & see if they'll open:
http://www.videolan.org/
Particularly if you succeed in opening these files in another player, it means that it was a codec issue. If so, GSpot (a free program) that will identify the codec that you might need .. just open the file in GSpot and it will tell you.
http://www.headbands.com/gspot/