This is a frequent problem with movies & some m4a (mp4) files (the latter 'can' be copyright protected.) I'd suggest your player will either need xtra codecs to play it or to try another player. Without knowing what type of media you're talking about, your OS platform & the players you used to open the files it makes it difficult to make a suggestion. Codecs for Windows Media Player for movies try
http://nimo.titanesk.com An alternative player is called VLC (can play dvd, vcd, divx & more) & found at
http://www.videolan.org/
Get GSpot.. it's free and it will tell you what you what you need to play a certain file
http://www.headbands.com/gspot/
I also found this reference: Microsoft has for years promoted their proprietary (i.e. closed) audio formats and codecs. They routinely have changed their encoding routines, sometimes breaking backward player compatibility on some platforms (i.e. when audio files encoded in newer WMA or WMAPRO formats can't be played back on previous/older versions of Windows Media Player or other audio players using older versions of Microsoft's WMA libraries).
QCD player will also play wma files. Found at
http://www.quinnware.com/
For mp4: Winamp 5.02 - A popular, free audio player that now supports playback of m4a/mp4 files. Encodes to .m4a files with CD ripping feature.
* Apple iTunes - A free audio player and encoder that creates and plays .M4A files. Supports ripping tracks from audio CDs. Has a Music Store also.
* Compaact! - A small, easy to use program that converts audio files to either M4A or MP4 files. Audio encoder program with many options.
* Nero 6 - A complete CD/DVD burning application that also supports MP4 audio file playback/encoding including HE AAC files.
* dBpowerAMP - Excellent free audio utilities including Music Converter and Sveta Portable Audio. Convert audio files to .M4A or .MP4 formats.
* Foobar2000 - A free advanced audio player application with many features and plug-ins available. Plays .m4a or .mp4 files.
* MP4 Input Plugin for WinAmp - A plug-in for WinAmp that extends the quality and allows WinAmp to playback HE AAC encoded M4A/MP4 files.
Hope this helps solve your problem.